JP Morgan Call 65 BK 21.06.2024/  DE000JS6H192  /

EUWAX
2024-05-24  11:13:23 AM Chg.-0.003 Bid11:24:39 AM Ask11:24:39 AM Underlying Strike price Expiration date Option type
0.003EUR -50.00% -
Bid Size: -
-
Ask Size: -
Bank of New York Mel... 65.00 - 2024-06-21 Call
 

Master data

WKN: JS6H19
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: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.17
Parity: -1.10
Time value: 0.06
Break-even: 65.63
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 11.86
Spread abs.: 0.06
Spread %: 2,000.00%
Delta: 0.15
Theta: -0.04
Omega: 12.73
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -62.50%
3 Months
  -90.32%
YTD
  -88.00%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.011 0.003
6M High / 6M Low: 0.052 0.003
High (YTD): 2024-01-31 0.052
Low (YTD): 2024-05-14 0.003
52W High: 2023-08-07 0.056
52W Low: 2024-05-14 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.026
Avg. volume 1Y:   0.000
Volatility 1M:   704.99%
Volatility 6M:   409.44%
Volatility 1Y:   328.96%
Volatility 3Y:   -