JP Morgan Put 115 EXPE 20.06.2025
/ DE000JB951C9
JP Morgan Put 115 EXPE 20.06.2025/ DE000JB951C9 /
| 9/17/2024 9:26:27 AM |
Chg.-0.010 |
Bid8:51:07 PM |
Ask8:51:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.700
Bid Size: 50,000 |
0.730
Ask Size: 50,000 |
Expedia Group Inc |
115.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB951C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-1.87 |
| Time value: |
0.75 |
| Break-even: |
95.87 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
12.16% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-3.90 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
-30.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
0.900 |
0.650 |
| 6M High / 6M Low: |
1.730 |
0.650 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.69% |
| Volatility 6M: |
|
116.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
