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JP Morgan Call 40 BK 17.01.2025/  DE000JL22V62  /

EUWAX
2024-05-20  10:07:56 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.89EUR - -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 40.00 - 2025-01-17 Call
 

Master data

WKN: JL22V6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2024-05-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.45
Implied volatility: 0.62
Historic volatility: 0.17
Parity: 1.45
Time value: 0.44
Break-even: 58.90
Moneyness: 1.36
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: -0.01
Spread %: -0.53%
Delta: 0.82
Theta: -0.02
Omega: 2.36
Rho: 0.17
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.82
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+8.62%
3 Months  
+20.38%
YTD  
+46.51%
1 Year  
+182.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.89
1M High / 1M Low: 1.89 1.61
6M High / 6M Low: 1.89 0.93
High (YTD): 2024-05-20 1.89
Low (YTD): 2024-01-02 1.27
52W High: 2024-05-20 1.89
52W Low: 2023-10-13 0.63
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   1.14
Avg. volume 1Y:   0.00
Volatility 1M:   45.74%
Volatility 6M:   47.16%
Volatility 1Y:   65.75%
Volatility 3Y:   -