JP Morgan Call 60 BK 21.06.2024
/ DE000JS6H184
JP Morgan Call 60 BK 21.06.2024/ DE000JS6H184 /
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: |
|
- |