JP Morgan Put 100 GPN 15.11.2024
/ DE000JK7W536
JP Morgan Put 100 GPN 15.11.2024/ DE000JK7W536 /
| 7/12/2024 9:50:36 AM |
Chg.-0.100 |
Bid1:16:52 PM |
Ask1:16:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-10.31% |
0.860
Bid Size: 5,000 |
0.900
Ask Size: 5,000 |
Global Payments Inc |
100.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK7W53 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.62 |
| Break-even: |
82.86 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
-0.49 |
| Theta: |
-0.03 |
| Omega: |
-4.78 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.82% |
| 3 Months |
|
|
+210.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
1.070 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
