JP Morgan Put 120 EXPE 20.06.2025
/ DE000JB951D7
JP Morgan Put 120 EXPE 20.06.2025/ DE000JB951D7 /
| 16/08/2024 09:20:26 |
Chg.-0.09 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-8.26% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
120.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-1.11 |
| Time value: |
1.11 |
| Break-even: |
98.26 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
9.90% |
| Delta: |
-0.30 |
| Theta: |
-0.02 |
| Omega: |
-3.26 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
-44.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.00 |
| 1M High / 1M Low: |
1.99 |
0.96 |
| 6M High / 6M Low: |
1.99 |
0.96 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.04% |
| Volatility 6M: |
|
104.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
