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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
2024-05-03  1:59:29 PM Chg.0.000 Bid2:12:48 PM Ask2:12:48 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.330
Bid Size: 7,500		 0.360
Ask Size: 7,500		 Bank of New York Mel... 60.00 - 2025-01-17 Call
 

Master data

WKN: JS7P3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.88
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -0.72
Time value: 0.38
Break-even: 63.80
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.41
Theta: -0.01
Omega: 5.74
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -10.81%
3 Months
  -13.16%
YTD  
+22.22%
1 Year  
+73.68%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.410 0.240
6M High / 6M Low: 0.430 0.130
High (YTD): 2024-01-31 0.430
Low (YTD): 2024-04-17 0.240
52W High: 2024-01-31 0.430
52W Low: 2023-10-12 0.100
Avg. price 1W:   0.367
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   155.31%
Volatility 6M:   119.20%
Volatility 1Y:   127.56%
Volatility 3Y:   -