JP Morgan Call 120 GPN 17.01.2025
/ DE000JL5K708
JP Morgan Call 120 GPN 17.01.2025/ DE000JL5K708 /
| 2024-05-31 10:42:43 AM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL5K70 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-2.61 |
| Time value: |
0.49 |
| Break-even: |
124.90 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.09 |
| Spread %: |
22.50% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
5.73 |
| Rho: |
0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-77.44% |
| 3 Months |
|
|
-82.95% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.860 |
0.350 |
| 6M High / 6M Low: |
2.900 |
0.350 |
| High (YTD): |
2024-02-15 |
2.900 |
| Low (YTD): |
2024-05-30 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.13% |
| Volatility 6M: |
|
117.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
