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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
2024-07-26  11:35:00 AM Chg.+0.040 Bid5:41:30 PM Ask5:41:30 PM Underlying Strike price Expiration date Option type
0.240EUR +20.00% 0.240
Bid Size: 100,000		 0.250
Ask Size: 100,000		 Bank of New York Mel... 70.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.12
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.03
Time value: 0.27
Break-even: 72.70
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.51
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.32
Theta: -0.02
Omega: 7.14
Rho: 0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+118.18%
3 Months  
+118.18%
YTD  
+144.90%
1 Year  
+224.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.220 0.065
High (YTD): 2024-07-16 0.220
Low (YTD): 2024-04-17 0.065
52W High: 2024-07-16 0.220
52W Low: 2023-10-12 0.043
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   272.30%
Volatility 6M:   191.70%
Volatility 1Y:   157.82%
Volatility 3Y:   -