JP Morgan Call 105 GPN 18.10.2024
/ DE000JT3L737
JP Morgan Call 105 GPN 18.10.2024/ DE000JT3L737 /
9/18/2024 8:57:17 AM |
Chg.+0.080 |
Bid4:42:45 PM |
Ask4:42:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+10.39% |
0.830 Bid Size: 50,000 |
0.850 Ask Size: 50,000 |
Global Payments Inc |
105.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JT3L73 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
6/25/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
0.64 |
Time value: |
0.25 |
Break-even: |
103.31 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.05 |
Spread %: |
5.95% |
Delta: |
0.73 |
Theta: |
-0.08 |
Omega: |
8.23 |
Rho: |
0.05 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.79% |
1 Month |
|
|
+11.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.650 |
1M High / 1M Low: |
0.880 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.717 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |