JP Morgan Call 22 GAP 19.12.2025
/ DE000JT586Y7
JP Morgan Call 22 GAP 19.12.2025/ DE000JT586Y7 /
| 11/14/2024 10:04:18 AM |
Chg.+0.040 |
Bid7:39:20 PM |
Ask7:39:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+6.78% |
0.610
Bid Size: 75,000 |
0.810
Ask Size: 75,000 |
Gap Inc |
22.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
JT586Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
7/24/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.55 |
| Parity: |
0.03 |
| Time value: |
0.89 |
| Break-even: |
30.02 |
| Moneyness: |
1.02 |
| Premium: |
0.42 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
48.39% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
1.67 |
| Rho: |
0.07 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+8.62% |
| 3 Months |
|
|
-13.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.560 |
| 1M High / 1M Low: |
0.630 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
