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JP Morgan Call 60 BK 21.06.2024/  DE000JS6H184  /

EUWAX
2024-05-10  11:21:33 AM Chg.+0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.099EUR +102.04% -
Bid Size: -		 -
Ask Size: -		 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: 54.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -0.57
Time value: 0.10
Break-even: 60.99
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.83
Spread abs.: 0.02
Spread %: 25.32%
Delta: 0.25
Theta: -0.03
Omega: 13.71
Rho: 0.01
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.22%
1 Month  
+43.48%
3 Months
  -10.00%
YTD  
+37.50%
1 Year  
+25.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.049
1M High / 1M Low: 0.099 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:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   587.48%
Volatility 6M:   308.59%
Volatility 1Y:   252.02%
Volatility 3Y:   -