JP Morgan Call 26 GAP 17.01.2025
/ DE000JB6FPB9
JP Morgan Call 26 GAP 17.01.2025/ DE000JB6FPB9 /
| 14/11/2024 08:32:03 |
Chg.+0.020 |
Bid18:11:07 |
Ask18:11:07 |
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 |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
16/01/2025 |
| 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): |
03/06/2024 |
0.740 |
| Low (YTD): |
11/09/2024 |
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: |
|
- |
