JP Morgan Put 95 GPN 15.11.2024
/ DE000JK7BZY6
JP Morgan Put 95 GPN 15.11.2024/ DE000JK7BZY6 /
| 7/17/2024 11:37:34 AM |
Chg.-0.080 |
Bid2:30:30 PM |
Ask2:30:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-14.55% |
0.470
Bid Size: 5,000 |
0.510
Ask Size: 5,000 |
Global Payments Inc |
95.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK7BZY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-0.74 |
| Time value: |
0.47 |
| Break-even: |
82.46 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
13.33% |
| Delta: |
-0.30 |
| Theta: |
-0.03 |
| Omega: |
-6.07 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.79% |
| 1 Month |
|
|
-34.72% |
| 3 Months |
|
|
+104.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.550 |
| 1M High / 1M Low: |
0.800 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
