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JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
2024-06-21  11:02:38 AM Chg.0.000 Bid4:01:05 PM Ask4:01:05 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% 0.650
Bid Size: 125,000		 0.660
Ask Size: 125,000		 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: 7.97
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: 0.00
Time value: 0.69
Break-even: 61.90
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.59
Theta: -0.02
Omega: 4.66
Rho: 0.15
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.56%
1 Month
  -4.41%
3 Months  
+6.56%
YTD  
+47.73%
1 Year  
+160.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.600
1M High / 1M Low: 0.780 0.600
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:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.669
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   95.75%
Volatility 6M:   97.19%
Volatility 1Y:   105.81%
Volatility 3Y:   -