OverviewChartNewsTraderScreen

JP Morgan Call 55 BK 19.07.2024/  DE000JL7LCH8  /

EUWAX
2024-06-07  8:37:48 AM Chg.+0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.530EUR +15.22% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 55.00 USD 2024-07-19 Call
 

Master data

WKN: JL7LCH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 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: 10.22
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.49
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.49
Time value: 0.05
Break-even: 56.38
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.87
Theta: -0.02
Omega: 8.89
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.19%
1 Month  
+39.47%
3 Months  
+60.61%
YTD  
+140.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 0.530 0.340
6M High / 6M Low: 0.530 0.140
High (YTD): 2024-06-07 0.530
Low (YTD): 2024-04-17 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.24%
Volatility 6M:   164.17%
Volatility 1Y:   -
Volatility 3Y:   -