JP Morgan Put 130 EXPE 20.09.2024
/ DE000JB5X7Q2
JP Morgan Put 130 EXPE 20.09.2024/ DE000JB5X7Q2 /
| 2024-05-29 10:13:13 AM |
Chg.+0.11 |
Bid2:04:32 PM |
Ask2:04:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+5.79% |
1.98
Bid Size: 3,000 |
2.02
Ask Size: 3,000 |
Expedia Group Inc |
130.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5X7Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 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: |
-5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
1.83 |
| Time value: |
0.17 |
| Break-even: |
99.80 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
3.09% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-3.73 |
| Rho: |
-0.30 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.84% |
| 1 Month |
|
|
+120.88% |
| 3 Months |
|
|
+79.46% |
| YTD |
|
|
+125.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.78 |
| 1M High / 1M Low: |
1.95 |
0.91 |
| 6M High / 6M Low: |
1.95 |
0.80 |
| High (YTD): |
2024-05-27 |
1.95 |
| Low (YTD): |
2024-02-08 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.81% |
| Volatility 6M: |
|
147.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
