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JP Morgan Call 50 BK 19.07.2024/  DE000JL7LCG0  /

EUWAX
2024-05-10  8:33:40 AM Chg.+0.100 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.870EUR +12.99% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 50.00 USD 2024-07-19 Call
 

Master data

WKN: JL7LCG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-07-19
Issue date: 2023-07-25
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.78
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.78
Time value: 0.05
Break-even: 54.77
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 4.65%
Delta: 0.93
Theta: -0.01
Omega: 6.07
Rho: 0.08
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.54%
1 Month  
+38.10%
3 Months  
+31.82%
YTD  
+89.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.750
1M High / 1M Low: 0.870 0.500
6M High / 6M Low: 0.870 0.190
High (YTD): 2024-05-10 0.870
Low (YTD): 2024-01-03 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.705
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.01%
Volatility 6M:   109.05%
Volatility 1Y:   -
Volatility 3Y:   -