JP Morgan Put 115 EXPE 19.07.2024
/ DE000JB67KK1
JP Morgan Put 115 EXPE 19.07.2024/ DE000JB67KK1 /
| 2024-05-23 10:44:21 AM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-8.93% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
115.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB67KK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.40 |
| Parity: |
0.27 |
| Time value: |
0.29 |
| Break-even: |
100.63 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-10.21 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
+64.52% |
| 3 Months |
|
|
+34.21% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.430 |
| 1M High / 1M Low: |
0.650 |
0.230 |
| 6M High / 6M Low: |
0.650 |
0.230 |
| High (YTD): |
2024-05-09 |
0.650 |
| Low (YTD): |
2024-04-30 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.55% |
| Volatility 6M: |
|
211.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
