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JP Morgan Put 115 EXPE 20.09.2024/  DE000JB6XG29  /

EUWAX
2024-06-21  11:29:32 AM Chg.-0.010 Bid5:56:23 PM Ask5:56:23 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.380
Bid Size: 75,000		 0.400
Ask Size: 75,000		 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: -26.05
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.40
Parity: -0.98
Time value: 0.45
Break-even: 102.92
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 12.50%
Delta: -0.28
Theta: -0.04
Omega: -7.29
Rho: -0.09
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -52.94%
3 Months
  -11.11%
YTD
  -25.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 1.020 0.410
6M High / 6M Low: 1.020 0.410
High (YTD): 2024-05-29 1.020
Low (YTD): 2024-06-20 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.706
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.22%
Volatility 6M:   146.92%
Volatility 1Y:   -
Volatility 3Y:   -