JP Morgan Put 115 EXPE 19.07.2024
/ DE000JB67KK1
JP Morgan Put 115 EXPE 19.07.2024/ DE000JB67KK1 /
| 6/14/2024 10:50:58 AM |
Chg.+0.016 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+19.05% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
115.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JB67KK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-89.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.40 |
| Parity: |
-0.90 |
| Time value: |
0.13 |
| Break-even: |
106.12 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.05 |
| Spread %: |
66.67% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-17.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.44% |
| 1 Month |
|
|
-80.77% |
| 3 Months |
|
|
-67.74% |
| YTD |
|
|
-70.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.084 |
| 1M High / 1M Low: |
0.680 |
0.084 |
| 6M High / 6M Low: |
0.680 |
0.084 |
| High (YTD): |
5/29/2024 |
0.680 |
| Low (YTD): |
6/13/2024 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.78% |
| Volatility 6M: |
|
235.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
