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JP Morgan Put 100 E3X1 21.06.2024/  DE000JL4SBC3  /

EUWAX
17/05/2024  10:11:27 Chg.-0.006 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.025EUR -19.35% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 100.00 - 21/06/2024 Put
 

Master data

WKN: JL4SBC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 21/06/2024
Issue date: 05/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -104.90
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.40
Parity: -0.49
Time value: 0.10
Break-even: 99.00
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.80
Spread abs.: 0.08
Spread %: 376.19%
Delta: -0.22
Theta: -0.03
Omega: -23.52
Rho: -0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.48%
1 Month
  -72.22%
3 Months
  -77.27%
YTD
  -82.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.025
1M High / 1M Low: 0.110 0.025
6M High / 6M Low: 0.290 0.025
High (YTD): 09/02/2024 0.190
Low (YTD): 17/05/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.37%
Volatility 6M:   224.98%
Volatility 1Y:   -
Volatility 3Y:   -