OverviewChartNewsTraderScreen

JP Morgan Call 60 BK 19.07.2024/  DE000JB69837  /

EUWAX
21/06/2024  11:29:09 Chg.+0.010 Bid21/06/2024 Ask21/06/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 7,500		 0.140
Ask Size: 7,500		 Bank of New York Mel... 60.00 USD 19/07/2024 Call
 

Master data

WKN: JB6983
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 19/07/2024
Issue date: 18/12/2023
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.11
Time value: 0.13
Break-even: 57.35
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.43
Theta: -0.03
Omega: 18.10
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.03%
1 Month
  -25.00%
3 Months
  -25.00%
YTD  
+31.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.210 0.064
High (YTD): 11/06/2024 0.210
Low (YTD): 17/04/2024 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.34%
Volatility 6M:   232.36%
Volatility 1Y:   -
Volatility 3Y:   -