JP Morgan Call 75 BK 20.06.2025
/ DE000JK4E002
JP Morgan Call 75 BK 20.06.2025/ DE000JK4E002 /
| 07/11/2024 13:16:57 |
Chg.- |
Bid15:49:02 |
Ask15:49:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.720
Bid Size: 100,000 |
0.740
Ask Size: 100,000 |
Bank of New York Mel... |
75.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK4E00 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.25 |
| Time value: |
0.45 |
| Break-even: |
76.51 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
6.69 |
| Rho: |
0.25 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.810 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.62% |
| 1 Month |
|
|
+76.09% |
| 3 Months |
|
|
+406.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.460 |
| 6M High / 6M Low: |
0.810 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.15% |
| Volatility 6M: |
|
164.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
