OverviewChartNewsTraderScreen

JP Morgan Call 60 BK 21.06.2024/  DE000JS6H184  /

EUWAX
5/17/2024  11:27:47 AM Chg.-0.009 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.072EUR -11.11% -
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: 57.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -0.59
Time value: 0.09
Break-even: 60.94
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.48
Spread abs.: 0.02
Spread %: 27.03%
Delta: 0.24
Theta: -0.03
Omega: 13.85
Rho: 0.01
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month  
+176.92%
3 Months
  -28.00%
YTD     0.00%
1 Year  
+5.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.058
1M High / 1M Low: 0.099 0.026
6M High / 6M Low: 0.160 0.025
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:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   542.45%
Volatility 6M:   312.18%
Volatility 1Y:   254.04%
Volatility 3Y:   -