JP Morgan Call 24 GPS 17.01.2025
/ DE000JB68BV5
JP Morgan Call 24 GPS 17.01.2025/ DE000JB68BV5 /
| 8/2/2024 8:29:10 AM |
Chg.-0.020 |
Bid10:58:02 AM |
Ask10:58:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.380
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
Gap Inc |
24.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/21/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.55 |
| Parity: |
-0.07 |
| Time value: |
0.45 |
| Break-even: |
26.79 |
| Moneyness: |
0.97 |
| Premium: |
0.24 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.09 |
| Spread %: |
25.64% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
-5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
0.830 |
0.280 |
| High (YTD): |
6/3/2024 |
0.830 |
| Low (YTD): |
7/26/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.66% |
| Volatility 6M: |
|
177.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
