JP Morgan Call 36 GM 19.07.2024
/ DE000JK1H5Q1
JP Morgan Call 36 GM 19.07.2024/ DE000JK1H5Q1 /
| 2024-05-20 8:14:09 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
36.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JK1H5Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.90 |
| Time value: |
0.03 |
| Break-even: |
42.41 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.68% |
| 1 Month |
|
|
+38.81% |
| 3 Months |
|
|
+97.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.870 |
| 1M High / 1M Low: |
0.980 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
