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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
10/4/2024  11:53:44 AM Chg.+0.020 Bid4:08:51 PM Ask4:08:51 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.450
Bid Size: 100,000		 0.460
Ask Size: 100,000		 Bank of New York Mel... 70.00 - 1/17/2025 Call
 

Master data

WKN: JS7PU0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.59
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.16
Parity: -0.58
Time value: 0.44
Break-even: 74.40
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.43
Theta: -0.03
Omega: 6.24
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+44.83%
3 Months  
+281.82%
YTD  
+328.57%
1 Year  
+663.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.510 0.260
6M High / 6M Low: 0.510 0.065
High (YTD): 9/26/2024 0.510
Low (YTD): 4/17/2024 0.065
52W High: 9/26/2024 0.510
52W Low: 10/12/2023 0.043
Avg. price 1W:   0.425
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   188.46%
Volatility 6M:   212.25%
Volatility 1Y:   177.63%
Volatility 3Y:   -