JP Morgan Put 100 EXPE 18.10.2024
/ DE000JK6KCS0
JP Morgan Put 100 EXPE 18.10.2024/ DE000JK6KCS0 /
17/09/2024 09:54:41 |
Chg.-0.001 |
Bid16:33:44 |
Ask16:33:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-12.50% |
0.004 Bid Size: 25,000 |
0.044 Ask Size: 25,000 |
Expedia Group Inc |
100.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK6KCS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
05/04/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-123.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.38 |
Parity: |
-3.22 |
Time value: |
0.10 |
Break-even: |
88.86 |
Moneyness: |
0.74 |
Premium: |
0.27 |
Premium p.a.: |
15.94 |
Spread abs.: |
0.09 |
Spread %: |
1,471.43% |
Delta: |
-0.07 |
Theta: |
-0.06 |
Omega: |
-8.91 |
Rho: |
-0.01 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.18% |
1 Month |
|
|
-73.08% |
3 Months |
|
|
-95.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.008 |
1M High / 1M Low: |
0.032 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |