JP Morgan Call 45 GM 16.08.2024
/ DE000JB7WQE4
JP Morgan Call 45 GM 16.08.2024/ DE000JB7WQE4 /
2024-06-06 12:19:18 PM |
Chg.+0.020 |
Bid12:35:02 PM |
Ask12:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+8.70% |
0.250 Bid Size: 50,000 |
0.260 Ask Size: 50,000 |
General Motors Compa... |
45.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB7WQE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
General Motors Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.31 |
Historic volatility: |
0.26 |
Parity: |
0.06 |
Time value: |
0.21 |
Break-even: |
44.08 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
9.13 |
Rho: |
0.04 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+108.33% |
1 Month |
|
|
-7.41% |
3 Months |
|
|
+38.89% |
YTD |
|
|
+108.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.120 |
1M High / 1M Low: |
0.290 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-23 |
0.350 |
Low (YTD): |
2024-01-25 |
0.077 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |