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JP Morgan Call 290 GD 21.06.2024/  DE000JB3UPQ3  /

EUWAX
2024-05-31  12:28:32 PM Chg.+0.070 Bid6:57:52 PM Ask6:57:52 PM Underlying Strike price Expiration date Option type
0.920EUR +8.24% 0.860
Bid Size: 25,000		 0.890
Ask Size: 25,000		 General Dynamics Cor... 290.00 USD 2024-06-21 Call
 

Master data

WKN: JB3UPQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.18
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.56
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 0.56
Time value: 0.41
Break-even: 277.44
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 11.49%
Delta: 0.67
Theta: -0.15
Omega: 18.81
Rho: 0.10
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month  
+35.29%
3 Months  
+61.40%
YTD  
+178.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.850
1M High / 1M Low: 1.260 0.620
6M High / 6M Low: 1.460 0.140
High (YTD): 2024-04-08 1.460
Low (YTD): 2024-01-23 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   1.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.920
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.11%
Volatility 6M:   283.16%
Volatility 1Y:   -
Volatility 3Y:   -