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JP Morgan Call 330 GD 17.01.2025/  DE000JB4T001  /

EUWAX
2024-06-04  10:49:14 AM Chg.-0.160 Bid8:12:33 PM Ask8:12:33 PM Underlying Strike price Expiration date Option type
0.780EUR -17.02% 0.780
Bid Size: 25,000		 0.830
Ask Size: 25,000		 General Dynamics Cor... 330.00 USD 2025-01-17 Call
 

Master data

WKN: JB4T00
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 330.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.62
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -2.91
Time value: 0.99
Break-even: 312.45
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.20
Spread %: 25.32%
Delta: 0.35
Theta: -0.05
Omega: 9.70
Rho: 0.54
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month  
+20.00%
3 Months  
+50.00%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.660
1M High / 1M Low: 0.940 0.630
6M High / 6M Low: 1.170 0.270
High (YTD): 2024-04-08 1.170
Low (YTD): 2024-01-23 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.87%
Volatility 6M:   178.74%
Volatility 1Y:   -
Volatility 3Y:   -