JP Morgan Put 100 EXPE 18.10.2024
/ DE000JK6KCS0
JP Morgan Put 100 EXPE 18.10.2024/ DE000JK6KCS0 /
| 7/16/2024 9:55:24 AM |
Chg.-0.003 |
Bid11:30:00 AM |
Ask11:30:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-3.30% |
0.090
Bid Size: 2,000 |
0.180
Ask Size: 2,000 |
Expedia Group Inc |
100.00 USD |
10/18/2024 |
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: |
10/18/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-67.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
-2.98 |
| Time value: |
0.18 |
| Break-even: |
89.96 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.09 |
| Spread %: |
100.00% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-7.16 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.091 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.14% |
| 1 Month |
|
|
-53.68% |
| 3 Months |
|
|
-74.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.091 |
| 1M High / 1M Low: |
0.180 |
0.091 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
