JP Morgan Put 115 EXPE 20.09.2024
/ DE000JB6XG29
JP Morgan Put 115 EXPE 20.09.2024/ DE000JB6XG29 /
| 2024-06-14 12:21:36 PM |
Chg.+0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+11.63% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
115.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6XG2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.40 |
| Parity: |
-0.90 |
| Time value: |
0.48 |
| Break-even: |
102.63 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
11.63% |
| Delta: |
-0.29 |
| Theta: |
-0.04 |
| Omega: |
-7.09 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-43.53% |
| 3 Months |
|
|
-9.43% |
| YTD |
|
|
-11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
1.020 |
0.430 |
| 6M High / 6M Low: |
1.020 |
0.420 |
| High (YTD): |
2024-05-29 |
1.020 |
| Low (YTD): |
2024-03-28 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.73% |
| Volatility 6M: |
|
148.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
