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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
2024-06-17  11:41:45 AM Chg.0.000 Bid6:13:08 PM Ask6:13:08 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.240
Bid Size: 50,000		 -
Ask Size: -		 Bunge Global SA 120.00 USD 2025-01-17 Call
 

Master data

WKN: JS7BHK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.33
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -1.68
Time value: 0.22
Break-even: 114.32
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: -0.01
Spread %: -4.35%
Delta: 0.24
Theta: -0.01
Omega: 10.40
Rho: 0.12
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -24.14%
3 Months  
+15.79%
YTD
  -50.00%
1 Year
  -82.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: 0.590 0.100
High (YTD): 2024-04-22 0.590
Low (YTD): 2024-02-09 0.100
52W High: 2023-08-07 2.040
52W Low: 2024-02-09 0.100
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.852
Avg. volume 1Y:   0.000
Volatility 1M:   207.09%
Volatility 6M:   189.55%
Volatility 1Y:   148.00%
Volatility 3Y:   -