JP Morgan Call 36 GAP 21.03.2025
/ DE000JT5UG33
JP Morgan Call 36 GAP 21.03.2025/ DE000JT5UG33 /
| 14/11/2024 11:16:14 |
Chg.+0.007 |
Bid20:16:32 |
Ask20:16:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+12.96% |
0.055
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
Gap Inc |
36.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JT5UG3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
02/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.55 |
| Parity: |
-1.29 |
| Time value: |
0.21 |
| Break-even: |
36.17 |
| Moneyness: |
0.62 |
| Premium: |
0.71 |
| Premium p.a.: |
3.68 |
| Spread abs.: |
0.15 |
| Spread %: |
262.07% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
3.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+3.39% |
| 3 Months |
|
|
-61.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.052 |
| 1M High / 1M Low: |
0.068 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
