JP Morgan Put 100 EXPE 20.09.2024
/ DE000JB6VW88
JP Morgan Put 100 EXPE 20.09.2024/ DE000JB6VW88 /
| 2024-05-23 12:24:36 PM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6VW8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 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: |
-30.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.40 |
| Parity: |
-1.11 |
| Time value: |
0.34 |
| Break-even: |
88.96 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
-0.24 |
| Theta: |
-0.03 |
| Omega: |
-7.26 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
+40.91% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+3.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.380 |
0.180 |
| 6M High / 6M Low: |
0.480 |
0.180 |
| High (YTD): |
2024-01-05 |
0.390 |
| Low (YTD): |
2024-04-30 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.88% |
| Volatility 6M: |
|
142.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
