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JP Morgan Call 135 GPN 17.01.2025/  DE000JL5K6B0  /

EUWAX
2024-06-03  10:38:49 AM Chg.+0.020 Bid4:26:52 PM Ask4:26:52 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.140
Bid Size: 30,000		 0.170
Ask Size: 30,000		 Global Payments Inc 135.00 - 2025-01-17 Call
 

Master data

WKN: JL5K6B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -4.12
Time value: 0.26
Break-even: 137.60
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 0.85
Spread abs.: 0.10
Spread %: 62.50%
Delta: 0.18
Theta: -0.02
Omega: 6.61
Rho: 0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -59.52%
3 Months
  -88.11%
YTD
  -88.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.420 0.140
6M High / 6M Low: 2.050 0.140
High (YTD): 2024-02-15 2.050
Low (YTD): 2024-05-30 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   1.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.58%
Volatility 6M:   140.24%
Volatility 1Y:   -
Volatility 3Y:   -