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JP Morgan Call 160 GPN 17.01.2025/  DE000JL81XQ1  /

EUWAX
6/3/2024  10:12:25 AM Chg.+0.006 Bid5:39:45 PM Ask5:39:45 PM Underlying Strike price Expiration date Option type
0.040EUR +17.65% 0.031
Bid Size: 15,000		 0.081
Ask Size: 15,000		 Global Payments Inc 160.00 USD 1/17/2025 Call
 

Master data

WKN: JL81XQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 7/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -5.36
Time value: 0.19
Break-even: 149.33
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 1.10
Spread abs.: 0.15
Spread %: 387.18%
Delta: 0.14
Theta: -0.02
Omega: 6.72
Rho: 0.07
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -63.64%
3 Months
  -93.75%
YTD
  -94.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.032
1M High / 1M Low: 0.110 0.032
6M High / 6M Low: 1.040 0.032
High (YTD): 2/15/2024 1.040
Low (YTD): 5/30/2024 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.68%
Volatility 6M:   176.32%
Volatility 1Y:   -
Volatility 3Y:   -