JP Morgan Put 115 GPN 16.08.2024
/ DE000JB8A2A1
JP Morgan Put 115 GPN 16.08.2024/ DE000JB8A2A1 /
| 07/06/2024 12:47:03 |
Chg.+0.06 |
Bid21:21:19 |
Ask21:21:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+3.85% |
1.63
Bid Size: 50,000 |
1.65
Ask Size: 50,000 |
Global Payments Inc |
115.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB8A2A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
0.11 |
| Break-even: |
88.68 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.68% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-4.16 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
+116.00% |
| 3 Months |
|
|
+350.00% |
| YTD |
|
|
+179.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.27 |
| 1M High / 1M Low: |
1.61 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
05/06/2024 |
1.61 |
| Low (YTD): |
21/03/2024 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
