JP Morgan Put 120 EXPE 20.06.2025
/ DE000JB951D7
JP Morgan Put 120 EXPE 20.06.2025/ DE000JB951D7 /
| 10/10/2024 12:51:51 PM |
Chg.-0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
120.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB951D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 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: |
-22.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-3.00 |
| Time value: |
0.62 |
| Break-even: |
103.46 |
| Moneyness: |
0.79 |
| Premium: |
0.26 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
17.24% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-4.13 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.61% |
| 1 Month |
|
|
-42.16% |
| 3 Months |
|
|
-50.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.590 |
| 1M High / 1M Low: |
1.070 |
0.590 |
| 6M High / 6M Low: |
1.990 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
111.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
