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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
2024-06-14  11:40:34 AM Chg.-0.006 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.084EUR -6.67% -
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: 41.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.58
Time value: 0.13
Break-even: 71.30
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 49.43%
Delta: 0.20
Theta: -0.01
Omega: 8.27
Rho: 0.06
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -23.64%
3 Months  
+16.67%
YTD
  -14.29%
1 Year  
+25.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.084
1M High / 1M Low: 0.130 0.084
6M High / 6M Low: 0.160 0.065
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:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   0.087
Avg. volume 1Y:   0.000
Volatility 1M:   181.87%
Volatility 6M:   160.93%
Volatility 1Y:   142.76%
Volatility 3Y:   -