JP Morgan Call 24 GAP 17.01.2025
/ DE000JB68BV5
JP Morgan Call 24 GAP 17.01.2025/ DE000JB68BV5 /
| 06/09/2024 08:38:10 |
Chg.-0.050 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
-
Bid Size: - |
-
Ask Size: - |
Gap Inc |
24.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB68BV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.54 |
| Parity: |
-0.36 |
| Time value: |
0.25 |
| Break-even: |
24.15 |
| Moneyness: |
0.83 |
| Premium: |
0.34 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.09 |
| Spread %: |
56.25% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
3.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-63.79% |
| YTD |
|
|
-47.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.210 |
| 6M High / 6M Low: |
0.830 |
0.210 |
| High (YTD): |
03/06/2024 |
0.830 |
| Low (YTD): |
06/09/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.56% |
| Volatility 6M: |
|
186.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
