JP Morgan Put 125 EXPE 20.09.2024
/ DE000JB5X7P4
JP Morgan Put 125 EXPE 20.09.2024/ DE000JB5X7P4 /
| 2024-06-07 10:29:22 AM |
Chg.-0.24 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-19.35% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
125.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5X7P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.40 |
| Parity: |
0.43 |
| Time value: |
0.61 |
| Break-even: |
104.37 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-5.49 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.39% |
| 1 Month |
|
|
-22.48% |
| 3 Months |
|
|
+8.70% |
| YTD |
|
|
+31.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.24 |
| 1M High / 1M Low: |
1.65 |
1.24 |
| 6M High / 6M Low: |
1.65 |
0.68 |
| High (YTD): |
2024-05-31 |
1.65 |
| Low (YTD): |
2024-03-28 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.55% |
| Volatility 6M: |
|
147.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
