JP Morgan Call 46 GM 15.11.2024
/ DE000JK6JZ17
JP Morgan Call 46 GM 15.11.2024/ DE000JK6JZ17 /
| 2024-06-03 10:57:28 AM |
Chg.+0.090 |
Bid10:59:29 AM |
Ask10:59:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+37.50% |
0.320
Bid Size: 25,000 |
0.330
Ask Size: 25,000 |
General Motors Compa... |
46.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK6JZ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-0.09 |
| Time value: |
0.29 |
| Break-even: |
45.33 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
7.39 |
| Rho: |
0.09 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.380 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
