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JP Morgan Put 90 GPN 17.01.2025/  DE000JL7F084  /

EUWAX
2024-07-04  4:07:49 PM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 90.00 - 2025-01-17 Put
 

Master data

WKN: JL7F08
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.56
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.05
Implied volatility: 0.28
Historic volatility: 0.25
Parity: 0.05
Time value: 0.61
Break-even: 83.40
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 17.86%
Delta: -0.43
Theta: -0.01
Omega: -5.86
Rho: -0.24
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month  
+14.29%
3 Months  
+143.48%
YTD  
+69.70%
1 Year
  -41.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.670 0.470
6M High / 6M Low: 0.670 0.160
High (YTD): 2024-06-19 0.670
Low (YTD): 2024-03-28 0.160
52W High: 2023-07-05 0.950
52W Low: 2024-03-28 0.160
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   111.87%
Volatility 6M:   145.68%
Volatility 1Y:   126.18%
Volatility 3Y:   -