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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
2024-09-25  11:23:57 AM Chg.-0.040 Bid5:02:41 PM Ask5:02:41 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% 0.480
Bid Size: 100,000		 0.490
Ask Size: 100,000		 Bank of New York Mel... 70.00 - 2025-01-17 Call
 

Master data

WKN: JS7PU0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.16
Parity: -0.58
Time value: 0.50
Break-even: 75.00
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.65
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.44
Theta: -0.03
Omega: 5.69
Rho: 0.07
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.98%
1 Month  
+130.00%
3 Months  
+318.18%
YTD  
+369.39%
1 Year  
+721.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.510 0.065
High (YTD): 2024-09-19 0.510
Low (YTD): 2024-04-17 0.065
52W High: 2024-09-19 0.510
52W Low: 2023-10-12 0.043
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   180.11%
Volatility 6M:   209.72%
Volatility 1Y:   176.79%
Volatility 3Y:   -