JP Morgan Put 115 EXPE 16.08.2024
/ DE000JT2X5Y5
JP Morgan Put 115 EXPE 16.08.2024/ DE000JT2X5Y5 /
14/08/2024 13:59:57 |
Chg.-0.004 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-80.00% |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
115.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JT2X5Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
26/06/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-107.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.68 |
Historic volatility: |
0.38 |
Parity: |
-1.42 |
Time value: |
0.11 |
Break-even: |
103.48 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.10 |
Spread %: |
1,471.43% |
Delta: |
-0.14 |
Theta: |
-0.81 |
Omega: |
-14.97 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-99.85% |
1 Month |
|
|
-99.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.001 |
1M High / 1M Low: |
0.720 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.173 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.248 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
867.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |