JP Morgan Call 115 GPN 20.12.2024
/ DE000JT1WK70
JP Morgan Call 115 GPN 20.12.2024/ DE000JT1WK70 /
| 11/8/2024 8:39:16 AM |
Chg.-0.170 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-36.17% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
115.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT1WK7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
35.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-0.38 |
| Time value: |
0.29 |
| Break-even: |
110.20 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
14.17 |
| Rho: |
0.04 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.47% |
| 1 Month |
|
|
+130.77% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.150 |
| 1M High / 1M Low: |
0.470 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
