JP Morgan Call 85 BK 16.01.2026
/ DE000JK54640
JP Morgan Call 85 BK 16.01.2026/ DE000JK54640 /
16/08/2024 12:54:51 |
Chg.+0.020 |
Bid21:55:08 |
Ask21:55:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+8.33% |
0.260 Bid Size: 5,000 |
0.360 Ask Size: 5,000 |
Bank of New York Mel... |
85.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK5464 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
16/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
-1.82 |
Time value: |
0.35 |
Break-even: |
80.97 |
Moneyness: |
0.76 |
Premium: |
0.37 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
40.00% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
5.39 |
Rho: |
0.22 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-10.34% |
3 Months |
|
|
+44.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.230 |
1M High / 1M Low: |
0.300 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |