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JP Morgan Call 50 BK 17.01.2025/  DE000JS9G123  /

EUWAX
2024-06-21  10:08:15 AM Chg.+0.010 Bid7:32:53 PM Ask7:32:53 PM Underlying Strike price Expiration date Option type
1.000EUR +1.01% 1.000
Bid Size: 125,000		 1.010
Ask Size: 125,000		 Bank of New York Mel... 50.00 - 2025-01-17 Call
 

Master data

WKN: JS9G12
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.50
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 0.50
Time value: 0.55
Break-even: 60.50
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 3.96%
Delta: 0.69
Theta: -0.02
Omega: 3.63
Rho: 0.16
 

Quote data

Open: 1.000
High: 1.000
Low: 1.000
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -1.96%
3 Months  
+17.65%
YTD  
+49.25%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.950
1M High / 1M Low: 1.150 0.900
6M High / 6M Low: 1.150 0.610
High (YTD): 2024-06-11 1.150
Low (YTD): 2024-01-02 0.670
52W High: 2024-06-11 1.150
52W Low: 2023-10-13 0.260
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   1.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   83.36%
Volatility 6M:   73.96%
Volatility 1Y:   90.90%
Volatility 3Y:   -