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JP Morgan Call 320 GD 17.01.2025/  DE000JB4SZZ5  /

EUWAX
03/09/2024  10:37:25 Chg.+0.010 Bid15:38:14 Ask15:38:14 Underlying Strike price Expiration date Option type
0.660EUR +1.54% 0.680
Bid Size: 1,000		 0.880
Ask Size: 1,000		 General Dynamics Cor... 320.00 USD 17/01/2025 Call
 

Master data

WKN: JB4SZZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 17/01/2025
Issue date: 11/10/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.47
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -1.86
Time value: 0.95
Break-even: 298.64
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.30
Spread %: 46.15%
Delta: 0.38
Theta: -0.06
Omega: 10.86
Rho: 0.35
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.48%
1 Month
  -4.35%
3 Months
  -48.03%
YTD  
+22.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.440
1M High / 1M Low: 0.770 0.440
6M High / 6M Low: 1.470 0.400
High (YTD): 08/04/2024 1.470
Low (YTD): 23/01/2024 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   0.821
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.70%
Volatility 6M:   221.61%
Volatility 1Y:   -
Volatility 3Y:   -