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JP Morgan Call 60 BK 21.06.2024/  DE000JS6H184  /

EUWAX
2024-05-03  1:53:24 PM Chg.-0.002 Bid1:58:00 PM Ask1:58:00 PM Underlying Strike price Expiration date Option type
0.047EUR -4.08% 0.046
Bid Size: 7,500		 0.066
Ask Size: 7,500		 Bank of New York Mel... 60.00 - 2024-06-21 Call
 

Master data

WKN: JS6H18
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: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -0.72
Time value: 0.08
Break-even: 60.81
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.88
Spread abs.: 0.03
Spread %: 58.82%
Delta: 0.21
Theta: -0.02
Omega: 13.53
Rho: 0.01
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.96%
1 Month
  -57.27%
3 Months
  -60.83%
YTD
  -34.72%
1 Year
  -44.71%
3 Years     -
5 Years     -
1W High / 1W Low: 0.078 0.049
1M High / 1M Low: 0.130 0.026
6M High / 6M Low: 0.160 0.025
High (YTD): 2024-01-31 0.160
Low (YTD): 2024-04-17 0.026
52W High: 2024-01-31 0.160
52W Low: 2023-10-12 0.024
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   0.000
Volatility 1M:   480.27%
Volatility 6M:   274.96%
Volatility 1Y:   232.06%
Volatility 3Y:   -