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JP Morgan Call 50 BK 21.06.2024/  DE000JS8SK97  /

EUWAX
5/20/2024  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 - 6/21/2024 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: 6/21/2024
Issue date: 2/23/2023
Last trading day: 5/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 2.56
Historic volatility: 0.18
Parity: 0.42
Time value: 0.49
Break-even: 59.10
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: -0.01
Spread %: -1.09%
Delta: 0.66
Theta: -0.55
Omega: 3.93
Rho: 0.00
 

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     0.00%
1 Month  
+8.33%
3 Months  
+75.00%
YTD  
+111.63%
1 Year  
+213.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.910 0.840
6M High / 6M Low: 0.910 0.370
High (YTD): 5/20/2024 0.910
Low (YTD): 1/3/2024 0.430
52W High: 5/20/2024 0.910
52W Low: 10/27/2023 0.110
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.863
Avg. volume 1M:   0.000
Avg. price 6M:   0.615
Avg. volume 6M:   0.000
Avg. price 1Y:   0.395
Avg. volume 1Y:   0.000
Volatility 1M:   93.17%
Volatility 6M:   108.97%
Volatility 1Y:   132.14%
Volatility 3Y:   -