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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
7/12/2024  11:26:54 AM Chg.+0.012 Bid4:43:24 PM Ask4:43:24 PM Underlying Strike price Expiration date Option type
0.110EUR +12.24% 0.170
Bid Size: 100,000		 0.180
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: 35.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.35
Time value: 0.16
Break-even: 71.60
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 45.45%
Delta: 0.23
Theta: -0.01
Omega: 8.25
Rho: 0.06
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.28%
1 Month  
+10.00%
3 Months  
+19.57%
YTD  
+12.24%
1 Year  
+59.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.090
1M High / 1M Low: 0.120 0.084
6M High / 6M Low: 0.160 0.065
High (YTD): 1/31/2024 0.160
Low (YTD): 4/17/2024 0.065
52W High: 1/31/2024 0.160
52W Low: 10/12/2023 0.043
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   147.75%
Volatility 6M:   168.12%
Volatility 1Y:   143.95%
Volatility 3Y:   -