JP Morgan Call 290 GD 21.06.2024
/ DE000JB3UPQ3
JP Morgan Call 290 GD 21.06.2024/ DE000JB3UPQ3 /
| 6/19/2024 5:01:05 PM |
Chg.+0.320 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+76.19% |
-
Bid Size: - |
-
Ask Size: - |
General Dynamics Cor... |
290.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JB3UPQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
0.74 |
| Time value: |
0.06 |
| Break-even: |
278.05 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.86 |
| Theta: |
-0.41 |
| Omega: |
29.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.02% |
| 1 Month |
|
|
-34.51% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
+124.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.320 |
| 1M High / 1M Low: |
1.310 |
0.320 |
| 6M High / 6M Low: |
1.460 |
0.140 |
| High (YTD): |
4/8/2024 |
1.460 |
| Low (YTD): |
1/23/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.639 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.45% |
| Volatility 6M: |
|
323.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
