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JP Morgan Call 280 GD 16.08.2024/  DE000JB7WQ01  /

EUWAX
2024-07-05  10:48:25 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.960EUR -4.00% -
Bid Size: -		 -
Ask Size: -		 General Dynamics Cor... 280.00 USD 2024-08-16 Call
 

Master data

WKN: JB7WQ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 280.00 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: 27.07
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.15
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 0.15
Time value: 0.81
Break-even: 267.92
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 11.63%
Delta: 0.57
Theta: -0.11
Omega: 15.32
Rho: 0.15
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.74%
1 Month
  -56.76%
3 Months
  -57.89%
YTD  
+6.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.960
1M High / 1M Low: 2.250 0.960
6M High / 6M Low: 2.510 0.520
High (YTD): 2024-06-03 2.510
Low (YTD): 2024-01-23 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   1.680
Avg. volume 1M:   0.000
Avg. price 6M:   1.525
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.44%
Volatility 6M:   178.17%
Volatility 1Y:   -
Volatility 3Y:   -