JP Morgan Put 125 EXPE 20.09.2024
/ DE000JB5X7P4
JP Morgan Put 125 EXPE 20.09.2024/ DE000JB5X7P4 /
| 2024-05-28 9:44:07 AM |
Chg.-0.04 |
Bid4:10:35 PM |
Ask4:10:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-2.55% |
1.56
Bid Size: 75,000 |
1.58
Ask Size: 75,000 |
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: |
-6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.40 |
| Parity: |
1.35 |
| Time value: |
0.27 |
| Break-even: |
98.89 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
5.19% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-4.21 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.79% |
| 1 Month |
|
|
+109.59% |
| 3 Months |
|
|
+68.13% |
| YTD |
|
|
+101.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.31 |
| 1M High / 1M Low: |
1.57 |
0.73 |
| 6M High / 6M Low: |
1.57 |
0.68 |
| High (YTD): |
2024-05-27 |
1.57 |
| Low (YTD): |
2024-03-28 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.21% |
| Volatility 6M: |
|
147.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
