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JP Morgan Put 95 EXPE 20.09.2024/  DE000JB5FKE6  /

EUWAX
2024-05-28  10:38:01 AM Chg.-0.020 Bid11:58:03 AM Ask11:58:03 AM Underlying Strike price Expiration date Option type
0.220EUR -8.33% 0.220
Bid Size: 5,000		 0.270
Ask Size: 5,000		 Expedia Group Inc 95.00 USD 2024-09-20 Put
 

Master data

WKN: JB5FKE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.58
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.40
Parity: -1.41
Time value: 0.29
Break-even: 84.61
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.63
Spread abs.: 0.07
Spread %: 34.78%
Delta: -0.20
Theta: -0.03
Omega: -7.18
Rho: -0.07
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+57.14%
3 Months  
+4.76%
YTD
  -8.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.390 0.130
High (YTD): 2024-01-05 0.320
Low (YTD): 2024-04-30 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.54%
Volatility 6M:   149.88%
Volatility 1Y:   -
Volatility 3Y:   -