JP Morgan Call 46 GM 16.08.2024/  DE000JK0FQ83  /

EUWAX
2024-07-08  9:05:57 AM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 46.00 USD 2024-08-16 Call
 

Master data

WKN: JK0FQ8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-08-16
Issue date: 2024-02-01
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.53
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.05
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 0.05
Time value: 0.17
Break-even: 44.69
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.58
Theta: -0.03
Omega: 11.26
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -4.76%
3 Months
  -25.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.410 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -