JP Morgan Call 95 GPN 20.09.2024
/ DE000JT2L184
JP Morgan Call 95 GPN 20.09.2024/ DE000JT2L184 /
| 09/08/2024 08:40:57 |
Chg.+0.280 |
Bid11:57:04 |
Ask11:57:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+37.33% |
1.040
Bid Size: 3,000 |
1.090
Ask Size: 3,000 |
Global Payments Inc |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT2L18 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
0.24 |
| Break-even: |
97.74 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
4.90% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
6.83 |
| Rho: |
0.07 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.46% |
| 1 Month |
|
|
+58.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.430 |
| 1M High / 1M Low: |
1.160 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
