JP Morgan Call 270 GD 16.08.2024
/ DE000JB7W4T2
JP Morgan Call 270 GD 16.08.2024/ DE000JB7W4T2 /
| 2024-07-26 4:32:00 PM |
Chg.+0.29 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+18.71% |
-
Bid Size: - |
-
Ask Size: - |
General Dynamics Cor... |
270.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7W4T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 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: |
12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
1.88 |
| Time value: |
0.33 |
| Break-even: |
270.82 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.20 |
| Spread %: |
9.95% |
| Delta: |
0.80 |
| Theta: |
-0.19 |
| Omega: |
9.73 |
| Rho: |
0.11 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.01% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
+46.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.21 |
| 1M High / 1M Low: |
2.40 |
1.21 |
| 6M High / 6M Low: |
3.32 |
1.21 |
| High (YTD): |
2024-06-03 |
3.32 |
| Low (YTD): |
2024-01-23 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.31% |
| Volatility 6M: |
|
154.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
