JP Morgan Call 38 GM 20.09.2024
/ DE000JL8RD01
JP Morgan Call 38 GM 20.09.2024/ DE000JL8RD01 /
| 2024-05-20 9:47:28 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
-
Bid Size: - |
-
Ask Size: - |
General Motors Compa... |
38.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JL8RD0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.71 |
| Time value: |
0.10 |
| Break-even: |
43.05 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.10 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+35.59% |
| 3 Months |
|
|
+95.12% |
| YTD |
|
|
+142.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.750 |
| 1M High / 1M Low: |
0.850 |
0.620 |
| 6M High / 6M Low: |
0.850 |
0.100 |
| High (YTD): |
2024-04-30 |
0.850 |
| Low (YTD): |
2024-01-24 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.28% |
| Volatility 6M: |
|
158.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
