JP Morgan Call 95 GPN 17.01.2025
/ DE000JT12U83
JP Morgan Call 95 GPN 17.01.2025/ DE000JT12U83 /
| 07/11/2024 08:32:32 |
Chg.+0.44 |
Bid20:17:36 |
Ask20:17:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+27.85% |
1.81
Bid Size: 30,000 |
1.83
Ask Size: 30,000 |
Global Payments Inc |
95.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT12U8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
1.87 |
| Time value: |
0.07 |
| Break-even: |
107.90 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
3.48% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
5.33 |
| Rho: |
0.16 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.38% |
| 1 Month |
|
|
+129.55% |
| 3 Months |
|
|
+112.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.05 |
| 1M High / 1M Low: |
1.58 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
