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JP Morgan Call 50 8GM 21.06.2024/  DE000JS26NV2  /

EUWAX
2024-06-12  10:00:40 AM Chg.+0.012 Bid4:32:53 PM Ask4:32:53 PM Underlying Strike price Expiration date Option type
0.028EUR +75.00% 0.036
Bid Size: 200,000		 0.046
Ask Size: 200,000		 GENERAL MOTORS D... 50.00 - 2024-06-21 Call
 

Master data

WKN: JS26NV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-12-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.26
Parity: -0.51
Time value: 0.04
Break-even: 50.36
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 38.46%
Delta: 0.16
Theta: -0.06
Omega: 19.67
Rho: 0.00
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+460.00%
1 Month  
+27.27%
3 Months  
+7.69%
YTD  
+3.70%
1 Year
  -82.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.004
1M High / 1M Low: 0.017 0.002
6M High / 6M Low: 0.087 0.002
High (YTD): 2024-04-04 0.087
Low (YTD): 2024-05-30 0.002
52W High: 2023-07-13 0.220
52W Low: 2024-05-30 0.002
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.054
Avg. volume 1Y:   0.000
Volatility 1M:   1,152.06%
Volatility 6M:   553.46%
Volatility 1Y:   417.82%
Volatility 3Y:   -