JP Morgan Put 105 E3X1 17.01.2025
/ DE000JL385T2
JP Morgan Put 105 E3X1 17.01.2025/ DE000JL385T2 /
2024-07-31 2:43:37 PM |
Chg.-0.010 |
Bid8:35:19 PM |
Ask8:35:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-2.50% |
0.420 Bid Size: 50,000 |
0.440 Ask Size: 50,000 |
EXPEDIA GRP INC. DL-... |
105.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL385T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-06-07 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.40 |
Parity: |
-1.38 |
Time value: |
0.50 |
Break-even: |
100.00 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.09 |
Spread %: |
21.95% |
Delta: |
-0.25 |
Theta: |
-0.02 |
Omega: |
-5.87 |
Rho: |
-0.16 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.43% |
1 Month |
|
|
-9.30% |
3 Months |
|
|
-20.41% |
YTD |
|
|
-33.90% |
1 Year |
|
|
-67.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.350 |
1M High / 1M Low: |
0.490 |
0.290 |
6M High / 6M Low: |
0.850 |
0.290 |
High (YTD): |
2024-05-31 |
0.850 |
Low (YTD): |
2024-07-22 |
0.290 |
52W High: |
2023-10-27 |
2.120 |
52W Low: |
2024-07-22 |
0.290 |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.385 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.568 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.915 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
168.85% |
Volatility 6M: |
|
136.16% |
Volatility 1Y: |
|
119.53% |
Volatility 3Y: |
|
- |