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JP Morgan Put 100 GPN 17.01.2025/  DE000JL67Z64  /

EUWAX
12/27/2024  10:42:35 AM Chg.-0.017 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.022EUR -43.59% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 100.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -113.43
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.78
Time value: 0.10
Break-even: 99.05
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 3.13
Spread abs.: 0.07
Spread %: 280.00%
Delta: -0.18
Theta: -0.06
Omega: -20.31
Rho: -0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.81%
1 Month
  -40.54%
3 Months
  -96.14%
YTD
  -95.60%
1 Year
  -95.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.022
1M High / 1M Low: 0.084 0.022
6M High / 6M Low: 1.230 0.022
High (YTD): 8/5/2024 1.230
Low (YTD): 12/27/2024 0.022
52W High: 8/5/2024 1.230
52W Low: 12/27/2024 0.022
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   506.29%
Volatility 6M:   343.60%
Volatility 1Y:   261.99%
Volatility 3Y:   -