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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
2024-09-23  11:12:53 AM Chg.+0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.21EUR +3.42% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 60.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.44
Implied volatility: 0.66
Historic volatility: 0.16
Parity: 0.44
Time value: 0.75
Break-even: 71.90
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 2.59%
Delta: 0.66
Theta: -0.04
Omega: 3.55
Rho: 0.10
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.37%
1 Month  
+65.75%
3 Months  
+218.42%
YTD  
+348.15%
1 Year  
+764.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 0.95
1M High / 1M Low: 1.21 0.73
6M High / 6M Low: 1.21 0.24
High (YTD): 2024-09-19 1.21
Low (YTD): 2024-04-17 0.24
52W High: 2024-09-19 1.21
52W Low: 2023-10-12 0.10
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.53
Avg. volume 6M:   0.00
Avg. price 1Y:   0.39
Avg. volume 1Y:   0.00
Volatility 1M:   103.10%
Volatility 6M:   134.58%
Volatility 1Y:   126.04%
Volatility 3Y:   -