JP Morgan Call 95 GPN 20.09.2024
/ DE000JT2L184
JP Morgan Call 95 GPN 20.09.2024/ DE000JT2L184 /
16/08/2024 08:43:14 |
Chg.+0.30 |
Bid15:35:23 |
Ask15:35:23 |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
+28.04% |
1.33 Bid Size: 2,000 |
1.40 Ask Size: 2,000 |
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: |
7.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.26 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
1.26 |
Time value: |
0.14 |
Break-even: |
100.58 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
4.48% |
Delta: |
0.85 |
Theta: |
-0.05 |
Omega: |
6.04 |
Rho: |
0.07 |
Quote data
Open: |
1.37 |
High: |
1.37 |
Low: |
1.37 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.01% |
1 Month |
|
|
+57.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.07 |
0.73 |
1M High / 1M Low: |
1.16 |
0.43 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |