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JP Morgan Call 330 GD 17.01.2025/  DE000JB4T001  /

EUWAX
26/07/2024  10:36:20 Chg.+0.140 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.440EUR +46.67% -
Bid Size: -		 -
Ask Size: -		 General Dynamics Cor... 330.00 USD 17/01/2025 Call
 

Master data

WKN: JB4T00
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 330.00 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: 45.34
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -3.65
Time value: 0.59
Break-even: 309.89
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.36
Spread abs.: 0.20
Spread %: 51.28%
Delta: 0.26
Theta: -0.04
Omega: 11.71
Rho: 0.30
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -13.73%
3 Months
  -32.31%
YTD  
+12.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.300
1M High / 1M Low: 0.550 0.260
6M High / 6M Low: 1.170 0.260
High (YTD): 08/04/2024 1.170
Low (YTD): 10/07/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.68%
Volatility 6M:   211.99%
Volatility 1Y:   -
Volatility 3Y:   -