OverviewChartNewsTraderScreen

JP Morgan Call 45 BK 17.01.2025/  DE000JS8XGE2  /

EUWAX
2024-05-30  10:36:41 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.28EUR - -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 45.00 - 2025-01-17 Call
 

Master data

WKN: JS8XGE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-03-15
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.10
Implied volatility: 0.40
Historic volatility: 0.17
Parity: 1.10
Time value: 0.29
Break-even: 58.90
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.21%
Delta: 0.82
Theta: -0.01
Omega: 3.31
Rho: 0.19
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.32
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.86%
3 Months  
+10.34%
YTD  
+33.33%
1 Year  
+109.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.47 1.28
6M High / 6M Low: 1.47 0.78
High (YTD): 2024-05-20 1.47
Low (YTD): 2024-01-02 0.96
52W High: 2024-05-20 1.47
52W Low: 2023-10-12 0.40
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   0.87
Avg. volume 1Y:   0.00
Volatility 1M:   52.84%
Volatility 6M:   57.14%
Volatility 1Y:   76.39%
Volatility 3Y:   -