JP Morgan Put 130 EXPE 17.01.2025
/ DE000JB6L9J6
JP Morgan Put 130 EXPE 17.01.2025/ DE000JB6L9J6 /
| 2024-05-27 1:58:08 PM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+0.47% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
130.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB6L9J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.40 |
| Parity: |
1.82 |
| Time value: |
0.22 |
| Break-even: |
99.48 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
3.27% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.30 |
| Rho: |
-0.56 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.57% |
| 1 Month |
|
|
+73.39% |
| 3 Months |
|
|
+47.26% |
| YTD |
|
|
+77.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.91 |
| 1M High / 1M Low: |
2.15 |
1.24 |
| 6M High / 6M Low: |
2.15 |
1.14 |
| High (YTD): |
2024-05-09 |
2.15 |
| Low (YTD): |
2024-02-08 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.92% |
| Volatility 6M: |
|
107.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
