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JP Morgan Put 115 EXPE 19.07.2024/  DE000JB67KK1  /

EUWAX
2024-07-05  11:11:37 AM Chg.- Bid9:47:18 AM Ask9:47:18 AM Underlying Strike price Expiration date Option type
0.018EUR - 0.026
Bid Size: 2,000		 0.110
Ask Size: 2,000		 Expedia Group Inc 115.00 USD 2024-07-19 Put
 

Master data

WKN: JB67KK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -116.51
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -0.80
Time value: 0.10
Break-even: 105.25
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 11.18
Spread abs.: 0.07
Spread %: 250.00%
Delta: -0.18
Theta: -0.11
Omega: -21.04
Rho: -0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -90.00%
3 Months
  -95.00%
YTD
  -94.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.018
1M High / 1M Low: 0.120 0.018
6M High / 6M Low: 0.680 0.018
High (YTD): 2024-05-29 0.680
Low (YTD): 2024-07-05 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   635.04%
Volatility 6M:   328.81%
Volatility 1Y:   -
Volatility 3Y:   -