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JP Morgan Call 330 GD 17.01.2025/  DE000JB4T001  /

EUWAX
2024-09-23  10:33:08 AM Chg.- Bid9:14:20 AM Ask9:14:20 AM Underlying Strike price Expiration date Option type
0.570EUR - 0.570
Bid Size: 2,000		 0.670
Ask Size: 2,000		 General Dynamics Cor... 330.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.04
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -2.07
Time value: 0.67
Break-even: 302.42
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.35
Spread abs.: 0.10
Spread %: 17.54%
Delta: 0.33
Theta: -0.06
Omega: 13.41
Rho: 0.26
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+58.33%
3 Months
  -10.94%
YTD  
+46.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.520
1M High / 1M Low: 0.660 0.270
6M High / 6M Low: 1.170 0.260
High (YTD): 2024-04-08 1.170
Low (YTD): 2024-07-10 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.53%
Volatility 6M:   251.93%
Volatility 1Y:   -
Volatility 3Y:   -