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JP Morgan Call 55 BK 21.06.2024/  DE000JS6H176  /

EUWAX
2024-06-20  11:28:19 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.350EUR - -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 55.00 - 2024-06-21 Call
 

Master data

WKN: JS6H17
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: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 3.14
Historic volatility: 0.17
Parity: -0.04
Time value: 0.34
Break-even: 58.40
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.52
Theta: -1.79
Omega: 8.28
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -12.50%
3 Months     0.00%
YTD  
+84.21%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.530 0.280
6M High / 6M Low: 0.530 0.150
High (YTD): 2024-06-11 0.530
Low (YTD): 2024-04-17 0.150
52W High: 2024-06-11 0.530
52W Low: 2023-10-12 0.051
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   834.348
Avg. price 6M:   0.305
Avg. volume 6M:   154.758
Avg. price 1Y:   0.204
Avg. volume 1Y:   75.255
Volatility 1M:   200.15%
Volatility 6M:   196.83%
Volatility 1Y:   188.28%
Volatility 3Y:   -