JP Morgan Call 38 GM 17.01.2025
/ DE000JB60EP8
JP Morgan Call 38 GM 17.01.2025/ DE000JB60EP8 /
| 6/7/2024 9:07:58 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
-
Bid Size: - |
-
Ask Size: - |
General Motors Compa... |
38.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB60EP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
0.70 |
| Time value: |
0.13 |
| Break-even: |
43.15 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.18 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
+52.54% |
| YTD |
|
|
+95.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.720 |
| 1M High / 1M Low: |
0.930 |
0.660 |
| 6M High / 6M Low: |
0.980 |
0.340 |
| High (YTD): |
4/30/2024 |
0.980 |
| Low (YTD): |
1/24/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.87% |
| Volatility 6M: |
|
112.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
