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JP Morgan Call 46 GM 20.09.2024/  DE000JL60A45  /

EUWAX
2024-06-03  8:33:12 AM Chg.+0.070 Bid10:59:29 AM Ask10:59:29 AM Underlying Strike price Expiration date Option type
0.220EUR +46.67% 0.230
Bid Size: 25,000		 0.240
Ask Size: 25,000		 General Motors Compa... 46.00 USD 2024-09-20 Call
 

Master data

WKN: JL60A4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.56
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.26
Parity: -0.09
Time value: 0.21
Break-even: 44.51
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.50
Theta: -0.01
Omega: 9.72
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -18.52%
3 Months  
+4.76%
YTD  
+83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.280 0.110
6M High / 6M Low: 0.340 0.070
High (YTD): 2024-04-30 0.340
Low (YTD): 2024-01-18 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.85%
Volatility 6M:   203.59%
Volatility 1Y:   -
Volatility 3Y:   -