JP Morgan Put 110 GPN 17.01.2025
/ DE000JL81XP3
JP Morgan Put 110 GPN 17.01.2025/ DE000JL81XP3 /
| 2024-06-07 10:24:34 AM |
Chg.+0.04 |
Bid4:14:36 PM |
Ask4:14:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+2.90% |
1.46
Bid Size: 50,000 |
1.48
Ask Size: 50,000 |
Global Payments Inc |
110.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL81XP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.12 |
| Time value: |
0.40 |
| Break-even: |
85.79 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
5.56% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.47 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
+65.12% |
| 3 Months |
|
|
+153.57% |
| YTD |
|
|
+91.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.19 |
| 1M High / 1M Low: |
1.44 |
0.81 |
| 6M High / 6M Low: |
1.44 |
0.40 |
| High (YTD): |
2024-06-05 |
1.44 |
| Low (YTD): |
2024-03-27 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.82% |
| Volatility 6M: |
|
139.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
