JP Morgan Put 120 GPN 17.01.2025
/ DE000JL76K60
JP Morgan Put 120 GPN 17.01.2025/ DE000JL76K60 /
| 2024-06-07 10:09:53 AM |
Chg.+0.05 |
Bid7:21:30 PM |
Ask7:21:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+2.40% |
2.12
Bid Size: 50,000 |
2.15
Ask Size: 50,000 |
Global Payments Inc |
120.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.04 |
| Time value: |
0.01 |
| Break-even: |
89.61 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.08 |
| Spread %: |
4.19% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-3.30 |
| Rho: |
-0.54 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.12% |
| 1 Month |
|
|
+58.96% |
| 3 Months |
|
|
+150.59% |
| YTD |
|
|
+104.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.83 |
| 1M High / 1M Low: |
2.15 |
1.27 |
| 6M High / 6M Low: |
2.15 |
0.63 |
| High (YTD): |
2024-06-05 |
2.15 |
| Low (YTD): |
2024-03-27 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.21% |
| Volatility 6M: |
|
133.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
