JP Morgan Call 26 GAP 17.01.2025
/ DE000JB6FPB9
JP Morgan Call 26 GAP 17.01.2025/ DE000JB6FPB9 /
2024-11-14 8:32:03 AM |
Chg.+0.020 |
Bid6:11:07 PM |
Ask6:11:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+16.67% |
0.130 Bid Size: 75,000 |
0.160 Ask Size: 75,000 |
Gap Inc |
26.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
JB6FPB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Gap Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.90 |
Historic volatility: |
0.55 |
Parity: |
-0.35 |
Time value: |
0.20 |
Break-even: |
26.61 |
Moneyness: |
0.86 |
Premium: |
0.26 |
Premium p.a.: |
2.71 |
Spread abs.: |
0.06 |
Spread %: |
42.86% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
4.45 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.27% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-53.33% |
YTD |
|
|
-58.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.110 |
1M High / 1M Low: |
0.160 |
0.098 |
6M High / 6M Low: |
0.740 |
0.093 |
High (YTD): |
2024-06-03 |
0.740 |
Low (YTD): |
2024-09-11 |
0.093 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.265 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.82% |
Volatility 6M: |
|
232.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |