JP Morgan Call 100 GPN 20.12.2024
/ DE000JT1WK47
JP Morgan Call 100 GPN 20.12.2024/ DE000JT1WK47 /
| 8/16/2024 8:39:34 AM |
Chg.+0.23 |
Bid5:10:10 PM |
Ask5:10:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+20.72% |
1.30
Bid Size: 50,000 |
1.32
Ask Size: 50,000 |
Global Payments Inc |
100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT1WK4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
0.46 |
| Break-even: |
103.71 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.74 |
| Rho: |
0.21 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.58% |
| 1 Month |
|
|
+42.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.87 |
| 1M High / 1M Low: |
1.20 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
