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JP Morgan Call 45 8GM 21.06.2024/  DE000JS26NU4  /

EUWAX
2024-06-11  10:07:10 AM Chg.+0.150 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.260EUR +136.36% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 45.00 - 2024-06-21 Call
 

Master data

WKN: JS26NU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-12-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.37
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.26
Parity: -0.08
Time value: 0.27
Break-even: 47.70
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 15.20
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.50
Theta: -0.15
Omega: 8.10
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+188.89%
1 Month  
+52.94%
3 Months  
+217.07%
YTD  
+282.35%
1 Year
  -3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.090
1M High / 1M Low: 0.260 0.022
6M High / 6M Low: 0.260 0.022
High (YTD): 2024-06-11 0.260
Low (YTD): 2024-05-30 0.022
52W High: 2023-07-13 0.360
52W Low: 2023-11-24 0.012
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   774.70%
Volatility 6M:   414.70%
Volatility 1Y:   327.28%
Volatility 3Y:   -