JP Morgan Call 110 GPN 15.11.2024
/ DE000JK896B7
JP Morgan Call 110 GPN 15.11.2024/ DE000JK896B7 /
| 30/08/2024 08:40:30 |
Chg.+0.230 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+42.59% |
0.690
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
Global Payments Inc |
110.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK896B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.58 |
| Break-even: |
106.27 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
7.25% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
8.61 |
| Rho: |
0.11 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.540 |
| 1M High / 1M Low: |
0.770 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
