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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
6/20/2024  11:41:32 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 60.00 - 1/17/2025 Call
 

Master data

WKN: JS7P3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.00
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -0.54
Time value: 0.42
Break-even: 64.20
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 13.51%
Delta: 0.44
Theta: -0.02
Omega: 5.78
Rho: 0.12
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -15.91%
3 Months  
+32.14%
YTD  
+37.04%
1 Year  
+131.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.340
1M High / 1M Low: 0.480 0.340
6M High / 6M Low: 0.480 0.240
High (YTD): 6/11/2024 0.480
Low (YTD): 4/17/2024 0.240
52W High: 6/11/2024 0.480
52W Low: 10/12/2023 0.100
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   124.54%
Volatility 6M:   120.10%
Volatility 1Y:   118.80%
Volatility 3Y:   -