JP Morgan Put 120 EXPE 16.01.2026
/ DE000JK6EXZ4
JP Morgan Put 120 EXPE 16.01.2026/ DE000JK6EXZ4 /
10/10/2024 11:20:22 |
Chg.-0.01 |
Bid17:56:54 |
Ask17:56:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-0.89% |
1.13 Bid Size: 50,000 |
1.19 Ask Size: 50,000 |
Expedia Group Inc |
120.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK6EXZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
03/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
-3.00 |
Time value: |
1.25 |
Break-even: |
97.17 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.15 |
Spread %: |
13.64% |
Delta: |
-0.21 |
Theta: |
-0.02 |
Omega: |
-2.40 |
Rho: |
-0.54 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.50% |
1 Month |
|
|
-29.75% |
3 Months |
|
|
-33.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.12 |
1M High / 1M Low: |
1.63 |
1.12 |
6M High / 6M Low: |
2.44 |
1.12 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.54% |
Volatility 6M: |
|
79.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |