JP Morgan Call 115 GPN 18.10.2024
/ DE000JT3L752
JP Morgan Call 115 GPN 18.10.2024/ DE000JT3L752 /
| 12/07/2024 08:46:55 |
Chg.+0.030 |
Bid12:36:07 |
Ask12:36:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+21.43% |
0.170
Bid Size: 5,000 |
0.210
Ask Size: 5,000 |
Global Payments Inc |
115.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT3L75 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
37.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-1.67 |
| Time value: |
0.24 |
| Break-even: |
108.16 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.06 |
| Spread %: |
33.33% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
9.09 |
| Rho: |
0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
