JP Morgan Call 270 GD 16.08.2024
/ DE000JB7W4T2
JP Morgan Call 270 GD 16.08.2024/ DE000JB7W4T2 /
| 2024-05-31 12:05:57 PM |
Chg.+0.35 |
Bid4:07:26 PM |
Ask4:07:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+14.06% |
2.82
Bid Size: 20,000 |
2.86
Ask Size: 20,000 |
General Dynamics Cor... |
270.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7W4T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
2.41 |
| Time value: |
0.30 |
| Break-even: |
276.32 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
5.40% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
9.14 |
| Rho: |
0.46 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.73% |
| 1 Month |
|
|
+20.85% |
| 3 Months |
|
|
+61.36% |
| YTD |
|
|
+125.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.49 |
| 1M High / 1M Low: |
3.16 |
2.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
3.20 |
| Low (YTD): |
2024-01-23 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
