OverviewChartNewsTraderScreen

JP Morgan Call 145 GPN 17.01.2025/  DE000JL5U152  /

EUWAX
2024-06-07  11:14:10 AM Chg.-0.008 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.061EUR -11.59% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 145.00 USD 2025-01-17 Call
 

Master data

WKN: JL5U15
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -4.38
Time value: 0.21
Break-even: 136.34
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.96
Spread abs.: 0.15
Spread %: 250.00%
Delta: 0.16
Theta: -0.02
Omega: 6.82
Rho: 0.07
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.69%
1 Month
  -70.95%
3 Months
  -93.15%
YTD
  -94.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.061
1M High / 1M Low: 0.220 0.061
6M High / 6M Low: 1.580 0.061
High (YTD): 2024-02-15 1.580
Low (YTD): 2024-06-07 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.20%
Volatility 6M:   155.15%
Volatility 1Y:   -
Volatility 3Y:   -