JP Morgan Call 30 GAP 17.01.2025
/ DE000JB77AA2
JP Morgan Call 30 GAP 17.01.2025/ DE000JB77AA2 /
| 14/11/2024 09:15:59 |
Chg.+0.012 |
Bid17:19:43 |
Ask17:19:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+23.08% |
0.061
Bid Size: 50,000 |
0.100
Ask Size: 50,000 |
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: |
15.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.55 |
| Parity: |
-0.72 |
| Time value: |
0.13 |
| Break-even: |
29.72 |
| Moneyness: |
0.74 |
| Premium: |
0.41 |
| Premium p.a.: |
5.97 |
| Spread abs.: |
0.07 |
| Spread %: |
129.51% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-4.48% |
| 3 Months |
|
|
-66.32% |
| YTD |
|
|
-74.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.050 |
| 1M High / 1M Low: |
0.073 |
0.041 |
| 6M High / 6M Low: |
0.560 |
0.041 |
| High (YTD): |
22/03/2024 |
0.580 |
| Low (YTD): |
04/11/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.04% |
| Volatility 6M: |
|
274.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
