JP Morgan Call 57.5 BK 21.06.2024
/ DE000JK7XFU0
JP Morgan Call 57.5 BK 21.06.2024/ DE000JK7XFU0 /
| 2024-05-13 11:18:41 AM |
Chg.-0.020 |
Bid7:00:05 PM |
Ask7:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
0.180
Bid Size: 150,000 |
0.190
Ask Size: 150,000 |
Bank of New York Mel... |
57.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK7XFU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.09 |
| Time value: |
0.13 |
| Break-even: |
55.59 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
15.34 |
| Rho: |
0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.140 |
| 1M High / 1M Low: |
0.220 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
