JP Morgan Call 95 GPN 20.12.2024
/ DE000JT1WK13
JP Morgan Call 95 GPN 20.12.2024/ DE000JT1WK13 /
30/08/2024 08:39:08 |
Chg.+0.33 |
Bid21:59:05 |
Ask21:59:05 |
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 |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
25/06/2024 |
Last trading day: |
19/12/2024 |
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: |
|
- |