JP Morgan Put 140 EXPE 17.01.2025
/ DE000JB8LCV9
JP Morgan Put 140 EXPE 17.01.2025/ DE000JB8LCV9 /
2024-06-07 9:24:33 AM |
Chg.-0.31 |
Bid2:37:13 PM |
Ask2:37:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.19EUR |
-12.40% |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
140.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JB8LCV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-12-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
1.81 |
Implied volatility: |
0.38 |
Historic volatility: |
0.40 |
Parity: |
1.81 |
Time value: |
0.46 |
Break-even: |
105.84 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.07 |
Spread %: |
3.18% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-2.99 |
Rho: |
-0.56 |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.19 |
Previous Close: |
2.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.01% |
1 Month |
|
|
-13.78% |
3 Months |
|
|
+14.06% |
YTD |
|
|
+41.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.96 |
2.50 |
1M High / 1M Low: |
2.96 |
2.50 |
6M High / 6M Low: |
2.96 |
1.50 |
High (YTD): |
2024-05-31 |
2.96 |
Low (YTD): |
2024-02-08 |
1.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.63% |
Volatility 6M: |
|
107.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |