JP Morgan Put 160 EXPE 19.07.2024
/ DE000JK2Y4N9
JP Morgan Put 160 EXPE 19.07.2024/ DE000JK2Y4N9 /
| 17/05/2024 11:39:29 |
Chg.-0.11 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
-2.51% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
160.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK2Y4N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.23 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
4.23 |
| Time value: |
0.04 |
| Break-even: |
104.51 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.95% |
| Delta: |
-0.88 |
| Theta: |
-0.03 |
| Omega: |
-2.17 |
| Rho: |
-0.23 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
4.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.06% |
| 1 Month |
|
|
+36.42% |
| 3 Months |
|
|
+61.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.38 |
4.27 |
| 1M High / 1M Low: |
4.58 |
2.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
