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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
2024-05-24  11:22:32 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 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: 36.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.55
Time value: 0.15
Break-even: 71.50
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.22
Theta: -0.01
Omega: 7.88
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -9.09%
3 Months
  -16.67%
YTD  
+2.04%
1 Year  
+88.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.120 0.087
6M High / 6M Low: 0.160 0.056
High (YTD): 2024-01-31 0.160
Low (YTD): 2024-04-17 0.065
52W High: 2024-01-31 0.160
52W Low: 2023-10-12 0.043
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.085
Avg. volume 1Y:   0.000
Volatility 1M:   164.21%
Volatility 6M:   154.18%
Volatility 1Y:   156.47%
Volatility 3Y:   -