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JP Morgan Call 55 BK 21.06.2024/  DE000JS6H176  /

EUWAX
2024-06-07  12:02:04 PM Chg.+0.080 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.460EUR +21.05% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 55.00 - 2024-06-21 Call
 

Master data

WKN: JS6H17
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.88
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.08
Implied volatility: 1.02
Historic volatility: 0.17
Parity: 0.08
Time value: 0.39
Break-even: 59.70
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 5.55
Spread abs.: -0.04
Spread %: -7.84%
Delta: 0.57
Theta: -0.16
Omega: 6.79
Rho: 0.01
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.43%
1 Month  
+53.33%
3 Months  
+58.62%
YTD  
+142.11%
1 Year  
+170.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.460 0.300
6M High / 6M Low: 0.460 0.120
High (YTD): 2024-06-07 0.460
Low (YTD): 2024-04-17 0.150
52W High: 2024-06-07 0.460
52W Low: 2023-10-12 0.051
Avg. price 1W:   0.408
Avg. volume 1W:   3,838
Avg. price 1M:   0.387
Avg. volume 1M:   872.273
Avg. price 6M:   0.292
Avg. volume 6M:   156.016
Avg. price 1Y:   0.197
Avg. volume 1Y:   75.551
Volatility 1M:   227.72%
Volatility 6M:   194.26%
Volatility 1Y:   185.35%
Volatility 3Y:   -