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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
2024-05-27  2:28:28 PM Chg.+0.020 Bid8:41:41 PM Ask8:41:41 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.280
Bid Size: 2,000		 -
Ask Size: -		 Bunge Global SA 120.00 USD 2025-01-17 Call
 

Master data

WKN: JS7BHK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.23
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -1.55
Time value: 0.25
Break-even: 113.12
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.27
Theta: -0.01
Omega: 10.15
Rho: 0.15
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -18.18%
3 Months  
+58.82%
YTD
  -38.64%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.380 0.200
6M High / 6M Low: 0.780 0.100
High (YTD): 2024-04-22 0.590
Low (YTD): 2024-02-09 0.100
52W High: 2023-08-07 2.040
52W Low: 2024-02-09 0.100
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   0.900
Avg. volume 1Y:   0.000
Volatility 1M:   272.99%
Volatility 6M:   177.76%
Volatility 1Y:   140.73%
Volatility 3Y:   -