JP Morgan Put 125 GPN 17.01.2025
/ DE000JL97118
JP Morgan Put 125 GPN 17.01.2025/ DE000JL97118 /
| 2024-05-17 8:29:31 AM |
Chg.-0.03 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
125.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL9711 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.45 |
| Time value: |
0.33 |
| Break-even: |
97.22 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
5.95% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.46 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.01% |
| 1 Month |
|
|
+46.09% |
| 3 Months |
|
|
+95.35% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.65 |
| 1M High / 1M Low: |
1.72 |
0.93 |
| 6M High / 6M Low: |
1.88 |
0.75 |
| High (YTD): |
2024-05-02 |
1.72 |
| Low (YTD): |
2024-03-21 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.26% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
