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JP Morgan Put 120 EXPE 19.07.2024/  DE000JB67KL9  /

EUWAX
2024-05-29  10:46:18 AM Chg.+0.110 Bid1:42:25 PM Ask1:42:25 PM Underlying Strike price Expiration date Option type
1.040EUR +11.83% 1.000
Bid Size: 3,000		 1.040
Ask Size: 3,000		 Expedia Group Inc 120.00 USD 2024-07-19 Put
 

Master data

WKN: JB67KL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 120.00 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: -9.95
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.91
Implied volatility: 0.30
Historic volatility: 0.40
Parity: 0.91
Time value: 0.11
Break-even: 100.39
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.15%
Delta: -0.74
Theta: -0.03
Omega: -7.40
Rho: -0.12
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+215.15%
3 Months  
+121.28%
YTD  
+147.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.820
1M High / 1M Low: 0.960 0.330
6M High / 6M Low: 0.960 0.320
High (YTD): 2024-05-09 0.960
Low (YTD): 2024-03-28 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   0.737
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.93%
Volatility 6M:   209.69%
Volatility 1Y:   -
Volatility 3Y:   -