JP Morgan Put 130 EXPE 17.01.2025
/ DE000JB6L9J6
JP Morgan Put 130 EXPE 17.01.2025/ DE000JB6L9J6 /
| 2024-05-28 9:46:38 AM |
Chg.-0.04 |
Bid12:40:16 PM |
Ask12:40:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-1.86% |
2.12
Bid Size: 5,000 |
2.17
Ask Size: 5,000 |
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: |
-4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
1.81 |
| Time value: |
0.41 |
| Break-even: |
97.49 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
4.72% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-2.84 |
| Rho: |
-0.55 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.47% |
| 1 Month |
|
|
+70.16% |
| 3 Months |
|
|
+46.53% |
| YTD |
|
|
+74.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.91 |
| 1M High / 1M Low: |
2.15 |
1.24 |
| 6M High / 6M Low: |
2.15 |
1.14 |
| High (YTD): |
2024-05-27 |
2.15 |
| Low (YTD): |
2024-02-08 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.44% |
| Volatility 6M: |
|
107.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
