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JP Morgan Put 110 E3X1 17.01.2025/  DE000JL5AVZ7  /

EUWAX
2024-07-31  10:35:04 AM Chg.-0.020 Bid6:53:19 PM Ask6:53:19 PM Underlying Strike price Expiration date Option type
0.500EUR -3.85% 0.520
Bid Size: 75,000		 0.540
Ask Size: 75,000		 EXPEDIA GRP INC. DL-... 110.00 - 2025-01-17 Put
 

Master data

WKN: JL5AVZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-06-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.48
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.40
Parity: -0.88
Time value: 0.61
Break-even: 103.90
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.08
Spread %: 15.09%
Delta: -0.30
Theta: -0.02
Omega: -5.89
Rho: -0.20
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -10.71%
3 Months
  -16.67%
YTD
  -27.54%
1 Year
  -63.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.450
1M High / 1M Low: 0.630 0.380
6M High / 6M Low: 1.060 0.380
High (YTD): 2024-05-31 1.060
Low (YTD): 2024-07-17 0.380
52W High: 2023-10-27 2.420
52W Low: 2024-07-17 0.380
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   1.078
Avg. volume 1Y:   0.000
Volatility 1M:   148.60%
Volatility 6M:   126.55%
Volatility 1Y:   112.87%
Volatility 3Y:   -