JP Morgan Call 95 GPN 18.10.2024
/ DE000JT3DJY6
JP Morgan Call 95 GPN 18.10.2024/ DE000JT3DJY6 /
| 8/16/2024 8:51:38 AM |
Chg.+0.30 |
Bid1:47:51 PM |
Ask1:47:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+25.64% |
1.43
Bid Size: 3,000 |
1.47
Ask Size: 3,000 |
Global Payments Inc |
95.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JT3DJY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
1.26 |
| Time value: |
0.10 |
| Break-even: |
100.16 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
4.20% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
6.64 |
| Rho: |
0.13 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.72% |
| 1 Month |
|
|
+53.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.87 |
| 1M High / 1M Low: |
1.26 |
0.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
