JP Morgan Call 95 GPN 20.12.2024
/ DE000JT1WK13
JP Morgan Call 95 GPN 20.12.2024/ DE000JT1WK13 /
| 8/30/2024 8:39:08 AM |
Chg.+0.33 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+21.85% |
1.75
Bid Size: 3,000 |
1.82
Ask Size: 3,000 |
Global Payments Inc |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT1WK1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.45 |
| Time value: |
0.37 |
| Break-even: |
104.19 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
4.00% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.43 |
| Rho: |
0.19 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.18% |
| 1 Month |
|
|
+38.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.51 |
| 1M High / 1M Low: |
1.84 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
