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JP Morgan Call 140 GPN 17.01.2025/  DE000JL69PP4  /

EUWAX
2024-06-03  10:39:27 AM Chg.+0.010 Bid6:21:15 PM Ask6:21:15 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.098
Bid Size: 25,000		 0.140
Ask Size: 25,000		 Global Payments Inc 140.00 - 2025-01-17 Call
 

Master data

WKN: JL69PP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -4.62
Time value: 0.22
Break-even: 142.20
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.94
Spread abs.: 0.10
Spread %: 83.33%
Delta: 0.16
Theta: -0.02
Omega: 6.76
Rho: 0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.64%
3 Months
  -90.24%
YTD
  -91.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.330 0.100
6M High / 6M Low: 1.810 0.100
High (YTD): 2024-02-15 1.810
Low (YTD): 2024-05-30 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   1.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.34%
Volatility 6M:   146.54%
Volatility 1Y:   -
Volatility 3Y:   -