JP Morgan Call 260 GD 20.06.2025
/ DE000JB7JUF0
JP Morgan Call 260 GD 20.06.2025/ DE000JB7JUF0 /
| 2024-07-17 10:01:56 AM |
Chg.+0.41 |
Bid9:29:57 PM |
Ask9:29:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.31EUR |
+10.51% |
4.44
Bid Size: 25,000 |
4.52
Ask Size: 25,000 |
General Dynamics Cor... |
260.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB7JUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
2.90 |
| Time value: |
1.74 |
| Break-even: |
284.89 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
6.91% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.44 |
| Rho: |
1.48 |
Quote data
| Open: |
4.31 |
| High: |
4.31 |
| Low: |
4.31 |
| Previous Close: |
3.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.73% |
| 1 Month |
|
|
-5.07% |
| 3 Months |
|
|
-12.40% |
| YTD |
|
|
+41.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.57 |
| 1M High / 1M Low: |
5.15 |
3.57 |
| 6M High / 6M Low: |
5.57 |
2.55 |
| High (YTD): |
2024-06-03 |
5.57 |
| Low (YTD): |
2024-01-23 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.99% |
| Volatility 6M: |
|
76.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
