JP Morgan Put 135 EXPE 20.09.2024
/ DE000JB6W8Q0
JP Morgan Put 135 EXPE 20.09.2024/ DE000JB6W8Q0 /
| 2024-06-05 8:39:05 AM |
Chg.-0.06 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-2.93% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
135.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6W8Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.40 |
| Parity: |
1.88 |
| Time value: |
0.02 |
| Break-even: |
105.04 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.06 |
| Spread %: |
2.99% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-4.53 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.77% |
| 1 Month |
|
|
+1.53% |
| 3 Months |
|
|
+55.47% |
| YTD |
|
|
+89.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.99 |
| 1M High / 1M Low: |
2.44 |
1.94 |
| 6M High / 6M Low: |
2.44 |
0.96 |
| High (YTD): |
2024-05-31 |
2.44 |
| Low (YTD): |
2024-02-08 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.09% |
| Volatility 6M: |
|
151.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
