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JP Morgan Call 115 GPN 17.01.2025/  DE000JL60FW0  /

EUWAX
2024-12-23  10:36:48 AM Chg.- Bid10:15:28 AM Ask10:15:28 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.240
Bid Size: 3,000		 0.280
Ask Size: 3,000		 Global Payments Inc 115.00 - 2025-01-17 Call
 

Master data

WKN: JL60FW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.66
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -0.58
Time value: 0.25
Break-even: 117.50
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 2.60
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.34
Theta: -0.11
Omega: 14.80
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month
  -55.93%
3 Months  
+4.00%
YTD
  -89.60%
1 Year
  -89.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.170
1M High / 1M Low: 0.750 0.170
6M High / 6M Low: 0.750 0.170
High (YTD): 2024-02-15 3.220
Low (YTD): 2024-12-20 0.170
52W High: 2024-02-15 3.220
52W Low: 2024-12-20 0.170
Avg. price 1W:   0.215
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   0.000
Volatility 1M:   346.89%
Volatility 6M:   296.20%
Volatility 1Y:   226.16%
Volatility 3Y:   -