JP Morgan Call 270 GD 20.06.2025
/ DE000JB7JUG8
JP Morgan Call 270 GD 20.06.2025/ DE000JB7JUG8 /
| 14/06/2024 10:08:12 |
Chg.-0.17 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
-4.20% |
-
Bid Size: - |
-
Ask Size: - |
General Dynamics Cor... |
270.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB7JUG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
2.03 |
| Time value: |
1.80 |
| Break-even: |
290.52 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.19 |
| Spread %: |
5.13% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
1.68 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.42% |
| 1 Month |
|
|
-12.42% |
| 3 Months |
|
|
+17.93% |
| YTD |
|
|
+50.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.88 |
| 1M High / 1M Low: |
4.89 |
3.88 |
| 6M High / 6M Low: |
4.89 |
2.13 |
| High (YTD): |
03/06/2024 |
4.89 |
| Low (YTD): |
23/01/2024 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.48% |
| Volatility 6M: |
|
84.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
