JP Morgan Put 100 GPN 16.08.2024
/ DE000JB7WQH7
JP Morgan Put 100 GPN 16.08.2024/ DE000JB7WQH7 /
| 21/06/2024 11:21:52 |
Chg.-0.080 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
100.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB7WQH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.53 |
| Time value: |
0.22 |
| Break-even: |
85.93 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-7.44 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+239.13% |
| 3 Months |
|
|
+817.65% |
| YTD |
|
|
+178.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
0.890 |
0.220 |
| 6M High / 6M Low: |
0.890 |
0.085 |
| High (YTD): |
19/06/2024 |
0.890 |
| Low (YTD): |
21/03/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.22% |
| Volatility 6M: |
|
255.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
