JP Morgan Put 125 GPN 17.01.2025
/ DE000JL97118
JP Morgan Put 125 GPN 17.01.2025/ DE000JL97118 /
2024-05-21 8:28:32 AM |
Chg.+0.11 |
Bid1:59:19 PM |
Ask1:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
+6.59% |
1.78 Bid Size: 5,000 |
1.85 Ask Size: 5,000 |
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: |
-5.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
1.62 |
Time value: |
0.12 |
Break-even: |
97.69 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.09 |
Spread %: |
5.59% |
Delta: |
-0.68 |
Theta: |
-0.01 |
Omega: |
-3.86 |
Rho: |
-0.56 |
Quote data
Open: |
1.78 |
High: |
1.78 |
Low: |
1.78 |
Previous Close: |
1.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.71% |
1 Month |
|
|
+43.55% |
3 Months |
|
|
+61.82% |
YTD |
|
|
+43.55% |
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: |
|
1.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.78% |
Volatility 6M: |
|
126.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |