OverviewChartNewsTraderScreen

JP Morgan Call 330 GD 17.01.2025/  DE000JB4T001  /

EUWAX
2024-05-29  10:35:15 AM Chg.-0.100 Bid12:58:12 PM Ask12:58:12 PM Underlying Strike price Expiration date Option type
0.780EUR -11.36% 0.790
Bid Size: 2,000		 0.940
Ask Size: 2,000		 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: 27.68
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -3.01
Time value: 0.99
Break-even: 314.01
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.20
Spread %: 25.32%
Delta: 0.35
Theta: -0.05
Omega: 9.64
Rho: 0.55
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month  
+14.71%
3 Months  
+30.00%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 0.880 0.630
6M High / 6M Low: 1.170 0.240
High (YTD): 2024-04-08 1.170
Low (YTD): 2024-01-23 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.562
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.89%
Volatility 6M:   175.21%
Volatility 1Y:   -
Volatility 3Y:   -