JP Morgan Put 120 GPN 17.01.2025
/ DE000JL76K60
JP Morgan Put 120 GPN 17.01.2025/ DE000JL76K60 /
| 25/07/2024 09:50:09 |
Chg.+0.04 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
120.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JL76K6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
1.99 |
| Time value: |
0.23 |
| Break-even: |
88.52 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.23% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-2.86 |
| Rho: |
-0.41 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.70% |
| 1 Month |
|
|
-4.89% |
| 3 Months |
|
|
+167.50% |
| YTD |
|
|
+105.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.73 |
| 1M High / 1M Low: |
2.41 |
1.73 |
| 6M High / 6M Low: |
2.60 |
0.63 |
| High (YTD): |
19/06/2024 |
2.60 |
| Low (YTD): |
27/03/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.71% |
| Volatility 6M: |
|
129.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
