JP Morgan Put 100 GPN 15.11.2024
/ DE000JK7W536
JP Morgan Put 100 GPN 15.11.2024/ DE000JK7W536 /
| 10/4/2024 10:06:28 AM |
Chg.-0.070 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-12.07% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.12 |
| Time value: |
0.36 |
| Break-even: |
86.29 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-9.46 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+104.00% |
| 3 Months |
|
|
-41.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.360 |
| 1M High / 1M Low: |
0.580 |
0.170 |
| 6M High / 6M Low: |
1.090 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.98% |
| Volatility 6M: |
|
242.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
