JP Morgan Call 100 GPN 18.10.2024
/ DE000JT3L729
JP Morgan Call 100 GPN 18.10.2024/ DE000JT3L729 /
| 18/09/2024 08:57:18 |
Chg.+0.09 |
Bid15:47:49 |
Ask15:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+7.89% |
1.23
Bid Size: 50,000 |
1.25
Ask Size: 50,000 |
Global Payments Inc |
100.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT3L72 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.09 |
| Time value: |
0.06 |
| Break-even: |
101.33 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.10% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
8.13 |
| Rho: |
0.07 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.24% |
| 1 Month |
|
|
+12.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.99 |
| 1M High / 1M Low: |
1.25 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
