OverviewChartNewsTraderScreen

JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
2024-06-14  11:39:56 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.610EUR -3.17% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 55.00 - 2025-01-17 Call
 

Master data

WKN: JS7P3V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.47
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -0.08
Time value: 0.64
Break-even: 61.40
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 4.92%
Delta: 0.57
Theta: -0.02
Omega: 4.80
Rho: 0.14
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month
  -11.59%
3 Months  
+32.61%
YTD  
+38.64%
1 Year  
+125.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.610
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 0.780 0.400
High (YTD): 2024-06-11 0.780
Low (YTD): 2024-01-02 0.420
52W High: 2024-06-11 0.780
52W Low: 2023-10-23 0.160
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   100.49%
Volatility 6M:   97.58%
Volatility 1Y:   106.35%
Volatility 3Y:   -