JP Morgan Call 60 BK 21.06.2024/  DE000JS6H184  /

EUWAX
6/7/2024  12:02:04 PM Chg.+0.031 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.078EUR +65.96% -
Bid Size: -
-
Ask Size: -
Bank of New York Mel... 60.00 - 6/21/2024 Call
 

Master data

WKN: JS6H18
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: 6/21/2024
Issue date: 2/9/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.17
Parity: -0.50
Time value: 0.10
Break-even: 61.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 13.84
Spread abs.: 0.02
Spread %: 19.05%
Delta: 0.26
Theta: -0.08
Omega: 14.37
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+44.44%
3 Months
  -20.41%
YTD  
+8.33%
1 Year
  -8.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.047
1M High / 1M Low: 0.099 0.033
6M High / 6M Low: 0.160 0.026
High (YTD): 1/31/2024 0.160
Low (YTD): 4/17/2024 0.026
52W High: 1/31/2024 0.160
52W Low: 10/12/2023 0.024
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   579.37%
Volatility 6M:   351.27%
Volatility 1Y:   280.20%
Volatility 3Y:   -