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JP Morgan Put 105 EXPE 20.09.2024/  DE000JB6VW96  /

EUWAX
2024-05-28  10:36:19 AM Chg.-0.020 Bid12:40:16 PM Ask12:40:16 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.490
Bid Size: 5,000		 0.520
Ask Size: 5,000		 Expedia Group Inc 105.00 USD 2024-09-20 Put
 

Master data

WKN: JB6VW9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 105.00 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: -18.14
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.40
Parity: -0.49
Time value: 0.56
Break-even: 91.07
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 14.29%
Delta: -0.35
Theta: -0.03
Omega: -6.28
Rho: -0.13
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.89%
1 Month  
+88.46%
3 Months  
+36.11%
YTD  
+32.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.450
1M High / 1M Low: 0.540 0.250
6M High / 6M Low: 0.580 0.240
High (YTD): 2024-05-09 0.540
Low (YTD): 2024-03-28 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.15%
Volatility 6M:   149.15%
Volatility 1Y:   -
Volatility 3Y:   -