JP Morgan Put 115 EXPE 19.07.2024
/ DE000JB67KK1
JP Morgan Put 115 EXPE 19.07.2024/ DE000JB67KK1 /
| 6/27/2024 12:59:59 PM |
Chg.+0.005 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
115.00 USD |
7/19/2024 |
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: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-105.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.40 |
| Parity: |
-0.90 |
| Time value: |
0.11 |
| Break-even: |
106.30 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.07 |
| Spread %: |
155.81% |
| Delta: |
-0.18 |
| Theta: |
-0.07 |
| Omega: |
-18.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.030 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.82% |
| 1 Month |
|
|
-94.92% |
| 3 Months |
|
|
-86.96% |
| YTD |
|
|
-91.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.025 |
| 1M High / 1M Low: |
0.680 |
0.025 |
| 6M High / 6M Low: |
0.680 |
0.025 |
| High (YTD): |
5/29/2024 |
0.680 |
| Low (YTD): |
6/25/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.38% |
| Volatility 6M: |
|
247.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
