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JP Morgan Call 65 BK 17.01.2025/  DE000JS7PU16  /

EUWAX
24/09/2024  11:14:38 Chg.- Bid08:08:43 Ask08:08:43 Underlying Strike price Expiration date Option type
0.830EUR - 0.760
Bid Size: 5,000		 0.790
Ask Size: 5,000		 Bank of New York Mel... 65.00 - 17/01/2025 Call
 

Master data

WKN: JS7PU1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.73
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.16
Parity: -0.01
Time value: 0.84
Break-even: 73.40
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.57
Theta: -0.04
Omega: 4.44
Rho: 0.09
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.70%
1 Month  
+97.62%
3 Months  
+277.27%
YTD  
+418.75%
1 Year  
+900.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.730
1M High / 1M Low: 0.830 0.450
6M High / 6M Low: 0.830 0.130
High (YTD): 24/09/2024 0.830
Low (YTD): 17/04/2024 0.130
52W High: 24/09/2024 0.830
52W Low: 12/10/2023 0.064
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   128.84%
Volatility 6M:   171.03%
Volatility 1Y:   150.20%
Volatility 3Y:   -