JP Morgan Call 30 GAP 17.01.2025
/ DE000JB77AA2
JP Morgan Call 30 GAP 17.01.2025/ DE000JB77AA2 /
| 11/10/2024 09:17:40 |
Chg.0.000 |
Bid10:00:08 |
Ask10:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
0.00% |
0.051
Bid Size: 3,000 |
0.140
Ask Size: 3,000 |
Gap Inc |
30.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB77AA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.54 |
| Parity: |
-0.85 |
| Time value: |
0.15 |
| Break-even: |
28.94 |
| Moneyness: |
0.69 |
| Premium: |
0.53 |
| Premium p.a.: |
3.85 |
| Spread abs.: |
0.10 |
| Spread %: |
206.12% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
3.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
-75.50% |
| YTD |
|
|
-80.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.048 |
| 1M High / 1M Low: |
0.076 |
0.045 |
| 6M High / 6M Low: |
0.560 |
0.045 |
| High (YTD): |
22/03/2024 |
0.580 |
| Low (YTD): |
24/09/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.42% |
| Volatility 6M: |
|
260.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
