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JP Morgan Call 40 8GM 21.06.2024/  DE000JS26NT6  /

EUWAX
2024-05-20  9:42:35 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.550EUR - -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 40.00 - 2024-06-21 Call
 

Master data

WKN: JS26NT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-12-21
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.95
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 1.90
Historic volatility: 0.26
Parity: 0.37
Time value: 0.18
Break-even: 45.50
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 38.82
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.38
Omega: 5.62
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.79%
3 Months  
+161.90%
YTD  
+223.53%
1 Year  
+12.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.560 0.550
6M High / 6M Low: 0.590 0.099
High (YTD): 2024-04-30 0.590
Low (YTD): 2024-01-24 0.099
52W High: 2024-04-30 0.590
52W Low: 2023-11-13 0.028
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   206.45%
Volatility 1Y:   208.68%
Volatility 3Y:   -