JP Morgan Call 115 GPN 20.12.2024
/ DE000JT1WK70
JP Morgan Call 115 GPN 20.12.2024/ DE000JT1WK70 /
| 12/11/2024 08:37:27 |
Chg.+0.180 |
Bid21:04:34 |
Ask21:04:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+69.23% |
0.550
Bid Size: 50,000 |
0.570
Ask Size: 50,000 |
Global Payments Inc |
115.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.04 |
| Time value: |
0.42 |
| Break-even: |
112.44 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
0.55 |
| Theta: |
-0.06 |
| Omega: |
12.88 |
| Rho: |
0.06 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
+238.46% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.160 |
| 1M High / 1M Low: |
0.470 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
