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JP Morgan Put 105 E3X1 17.01.2025/  DE000JL385T2  /

EUWAX
15/08/2024  09:59:06 Chg.-0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 105.00 - 17/01/2025 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: 17/01/2025
Issue date: 07/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.67
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.38
Parity: -1.22
Time value: 0.37
Break-even: 101.30
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 19.35%
Delta: -0.24
Theta: -0.02
Omega: -7.51
Rho: -0.13
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -6.25%
3 Months
  -60.00%
YTD
  -49.15%
1 Year
  -81.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.890 0.290
6M High / 6M Low: 0.890 0.290
High (YTD): 05/08/2024 0.890
Low (YTD): 22/07/2024 0.290
52W High: 27/10/2023 2.120
52W Low: 22/07/2024 0.290
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.875
Avg. volume 1Y:   0.000
Volatility 1M:   353.93%
Volatility 6M:   175.93%
Volatility 1Y:   147.58%
Volatility 3Y:   -