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JP Morgan Call 55 BK 19.07.2024/  DE000JL7LCH8  /

EUWAX
2024-05-24  8:31:32 AM Chg.-0.050 Bid3:47:54 PM Ask3:47:54 PM Underlying Strike price Expiration date Option type
0.420EUR -10.64% 0.440
Bid Size: 125,000		 0.450
Ask Size: 125,000		 Bank of New York Mel... 55.00 USD 2024-07-19 Call
 

Master data

WKN: JL7LCH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-07-19
Issue date: 2023-07-25
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.26
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.31
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.31
Time value: 0.13
Break-even: 55.27
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.74
Theta: -0.02
Omega: 9.03
Rho: 0.05
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+13.51%
3 Months  
+20.00%
YTD  
+90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.510 0.340
6M High / 6M Low: 0.510 0.094
High (YTD): 2024-05-20 0.510
Low (YTD): 2024-04-17 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.35%
Volatility 6M:   157.48%
Volatility 1Y:   -
Volatility 3Y:   -