JP Morgan Call 65 BK 17.01.2025
/ DE000JS7PU16
JP Morgan Call 65 BK 17.01.2025/ DE000JS7PU16 /
25/09/2024 11:23:57 |
Chg.-0.050 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-6.02% |
- Bid Size: - |
- Ask Size: - |
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: |
7.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.16 |
Parity: |
-0.08 |
Time value: |
0.82 |
Break-even: |
73.20 |
Moneyness: |
0.99 |
Premium: |
0.14 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.03 |
Spread %: |
3.80% |
Delta: |
0.56 |
Theta: |
-0.04 |
Omega: |
4.40 |
Rho: |
0.09 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.85% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
+254.55% |
YTD |
|
|
+387.50% |
1 Year |
|
|
+839.76% |
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: |
|
- |