JP Morgan Put 95 GPN 17.01.2025
/ DE000JL5WDM7
JP Morgan Put 95 GPN 17.01.2025/ DE000JL5WDM7 /
| 2024-06-07 10:57:41 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
95.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL5WDM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
0.29 |
| Break-even: |
87.60 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
10.45% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-6.47 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
+73.68% |
| 3 Months |
|
|
+153.85% |
| YTD |
|
|
+60.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.530 |
| 1M High / 1M Low: |
0.660 |
0.360 |
| 6M High / 6M Low: |
0.660 |
0.200 |
| High (YTD): |
2024-06-07 |
0.660 |
| Low (YTD): |
2024-03-27 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.62% |
| Volatility 6M: |
|
143.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
