JP Morgan Call 260 GD 20.06.2025
/ DE000JB7JUF0
JP Morgan Call 260 GD 20.06.2025/ DE000JB7JUF0 /
| 2024-06-04 10:15:19 AM |
Chg.-0.49 |
Bid10:30:15 AM |
Ask10:30:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.08EUR |
-8.80% |
5.06
Bid Size: 2,000 |
5.36
Ask Size: 2,000 |
General Dynamics Cor... |
260.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB7JUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
3.51 |
| Time value: |
1.90 |
| Break-even: |
292.47 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
5.87% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
3.98 |
| Rho: |
1.68 |
Quote data
| Open: |
5.08 |
| High: |
5.08 |
| Low: |
5.08 |
| Previous Close: |
5.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
+9.96% |
| 3 Months |
|
|
+34.75% |
| YTD |
|
|
+67.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.57 |
4.86 |
| 1M High / 1M Low: |
5.57 |
4.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-03 |
5.57 |
| Low (YTD): |
2024-01-23 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
