JP Morgan Put 140 EXPE 20.09.2024
/ DE000JB79869
JP Morgan Put 140 EXPE 20.09.2024/ DE000JB79869 /
| 2024-05-28 8:59:23 AM |
Chg.-0.04 |
Bid1:17:10 PM |
Ask1:17:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-1.44% |
2.73
Bid Size: 3,000 |
-
Ask Size: - |
Expedia Group Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB7986 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.40 |
| Parity: |
2.73 |
| Time value: |
0.05 |
| Break-even: |
101.10 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.46% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-2.99 |
| Rho: |
-0.35 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.69% |
| 1 Month |
|
|
+109.16% |
| 3 Months |
|
|
+77.92% |
| YTD |
|
|
+128.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.41 |
| 1M High / 1M Low: |
2.78 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-27 |
2.78 |
| Low (YTD): |
2024-02-08 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
