OverviewChartNewsTraderScreen

JP Morgan Put 100 GPN 17.01.2025/  DE000JL67Z64  /

EUWAX
2024-07-25  10:30:55 AM Chg.+0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.900EUR +5.88% -
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: -9.46
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.92
Implied volatility: 0.19
Historic volatility: 0.25
Parity: 0.92
Time value: 0.04
Break-even: 90.40
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.07
Spread %: 7.87%
Delta: -0.70
Theta: 0.00
Omega: -6.65
Rho: -0.35
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -3.23%
3 Months  
+200.00%
YTD  
+80.00%
1 Year
  -5.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.700
1M High / 1M Low: 1.040 0.700
6M High / 6M Low: 1.160 0.250
High (YTD): 2024-06-19 1.160
Low (YTD): 2024-03-27 0.250
52W High: 2023-10-27 1.320
52W Low: 2024-03-27 0.250
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.917
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.655
Avg. volume 1Y:   0.000
Volatility 1M:   115.91%
Volatility 6M:   144.94%
Volatility 1Y:   124.82%
Volatility 3Y:   -