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JP Morgan Put 100 GPN 17.01.2025/  DE000JL67Z64  /

EUWAX
2024-12-23  10:37:02 AM Chg.- Bid9:39:14 AM Ask9:39:14 AM Underlying Strike price Expiration date Option type
0.039EUR - 0.023
Bid Size: 2,000		 0.100
Ask Size: 2,000		 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: -109.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.92
Time value: 0.10
Break-even: 99.00
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 3.69
Spread abs.: 0.07
Spread %: 222.58%
Delta: -0.17
Theta: -0.06
Omega: -18.35
Rho: -0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.57%
1 Month
  -39.06%
3 Months
  -93.16%
YTD
  -92.20%
1 Year
  -92.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.039
1M High / 1M Low: 0.084 0.029
6M High / 6M Low: 1.230 0.029
High (YTD): 2024-08-05 1.230
Low (YTD): 2024-12-09 0.029
52W High: 2024-08-05 1.230
52W Low: 2024-12-09 0.029
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   525.82%
Volatility 6M:   341.17%
Volatility 1Y:   259.56%
Volatility 3Y:   -