JP Morgan Put 95 EXPE 20.09.2024
/ DE000JB5FKE6
JP Morgan Put 95 EXPE 20.09.2024/ DE000JB5FKE6 /
2024-06-20 12:24:25 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
- |
- Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... |
95.00 - |
2024-09-20 |
Put |
Master data
WKN: |
JB5FKE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.40 |
Parity: |
-2.75 |
Time value: |
0.17 |
Break-even: |
86.72 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.10 |
Spread %: |
136.84% |
Delta: |
-0.11 |
Theta: |
-0.03 |
Omega: |
-7.43 |
Rho: |
-0.04 |
Quote data
Open: |
0.073 |
High: |
0.073 |
Low: |
0.073 |
Previous Close: |
0.078 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-23.16% |
1 Month |
|
|
-63.50% |
3 Months |
|
|
-47.86% |
YTD |
|
|
-69.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.073 |
1M High / 1M Low: |
0.260 |
0.073 |
6M High / 6M Low: |
0.320 |
0.073 |
High (YTD): |
2024-01-05 |
0.320 |
Low (YTD): |
2024-06-20 |
0.073 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.56% |
Volatility 6M: |
|
162.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |