JP Morgan Put 135 EXPE 20.09.2024
/ DE000JB6W8Q0
JP Morgan Put 135 EXPE 20.09.2024/ DE000JB6W8Q0 /
2024-05-23 3:35:22 PM |
Chg.-0.02 |
Bid6:04:42 PM |
Ask6:04:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.19EUR |
-0.90% |
2.24 Bid Size: 50,000 |
2.26 Ask Size: 50,000 |
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: |
-4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.38 |
Historic volatility: |
0.40 |
Parity: |
2.12 |
Time value: |
0.14 |
Break-even: |
102.11 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.73% |
Delta: |
-0.75 |
Theta: |
-0.02 |
Omega: |
-3.46 |
Rho: |
-0.33 |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.19 |
Previous Close: |
2.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.86% |
1 Month |
|
|
+64.66% |
3 Months |
|
|
+63.43% |
YTD |
|
|
+108.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.21 |
1.94 |
1M High / 1M Low: |
2.31 |
1.08 |
6M High / 6M Low: |
2.31 |
0.96 |
High (YTD): |
2024-05-09 |
2.31 |
Low (YTD): |
2024-02-08 |
0.96 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.55% |
Volatility 6M: |
|
151.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |