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JP Morgan Call 50 BK 21.06.2024/  DE000JS8SK97  /

EUWAX
2024-05-20  10:12:17 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.910EUR - -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 50.00 - 2024-06-21 Call
 

Master data

WKN: JS8SK9
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: 2024-06-21
Issue date: 2023-02-23
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 1.12
Historic volatility: 0.17
Parity: 0.45
Time value: 0.46
Break-even: 59.10
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 1.79
Spread abs.: -0.01
Spread %: -1.09%
Delta: 0.67
Theta: -0.11
Omega: 4.01
Rho: 0.02
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.840
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+30.00%
3 Months  
+46.77%
YTD  
+111.63%
1 Year  
+313.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 0.910 0.620
6M High / 6M Low: 0.910 0.190
High (YTD): 2024-05-20 0.910
Low (YTD): 2024-01-03 0.430
52W High: 2024-05-20 0.910
52W Low: 2023-10-27 0.110
Avg. price 1W:   0.863
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   0.385
Avg. volume 1Y:   0.000
Volatility 1M:   104.42%
Volatility 6M:   115.95%
Volatility 1Y:   133.45%
Volatility 3Y:   -