JP Morgan Put 100 GPN 17.01.2025
/ DE000JL67Z64
JP Morgan Put 100 GPN 17.01.2025/ DE000JL67Z64 /
| 2024-06-07 10:57:57 AM |
Chg.+0.050 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+6.02% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
100.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL67Z6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.95 |
| Time value: |
0.01 |
| Break-even: |
90.40 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
7.87% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-6.51 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+72.55% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+76.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.700 |
| 1M High / 1M Low: |
0.880 |
0.470 |
| 6M High / 6M Low: |
0.880 |
0.250 |
| High (YTD): |
2024-06-07 |
0.880 |
| Low (YTD): |
2024-03-27 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.54% |
| Volatility 6M: |
|
142.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
