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JP Morgan Call 40 GM 18.10.2024/  DE000JB82YD6  /

EUWAX
2024-06-06  9:15:21 AM Chg.+0.010 Bid4:13:19 PM Ask4:13:19 PM Underlying Strike price Expiration date Option type
0.640EUR +1.59% 0.660
Bid Size: 200,000		 0.670
Ask Size: 200,000		 General Motors Compa... 40.00 USD 2024-10-18 Call
 

Master data

WKN: JB82YD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-10-18
Issue date: 2023-12-05
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.52
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.52
Time value: 0.14
Break-even: 43.39
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.81
Theta: -0.01
Omega: 5.12
Rho: 0.10
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.84%
1 Month     0.00%
3 Months  
+45.45%
YTD  
+128.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.430
1M High / 1M Low: 0.680 0.430
6M High / 6M Low: 0.730 0.190
High (YTD): 2024-04-30 0.730
Low (YTD): 2024-01-24 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.01%
Volatility 6M:   154.30%
Volatility 1Y:   -
Volatility 3Y:   -