JP Morgan Put 120 EXPE 20.09.2024
/ DE000JB62HL6
JP Morgan Put 120 EXPE 20.09.2024/ DE000JB62HL6 /
2024-08-28 8:26:27 AM |
Chg.-0.015 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-45.45% |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
120.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JB62HL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-143.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.38 |
Parity: |
-1.86 |
Time value: |
0.09 |
Break-even: |
106.49 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
8.80 |
Spread abs.: |
0.07 |
Spread %: |
444.44% |
Delta: |
-0.10 |
Theta: |
-0.06 |
Omega: |
-14.70 |
Rho: |
-0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.033 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-72.31% |
1 Month |
|
|
-96.67% |
3 Months |
|
|
-98.52% |
YTD |
|
|
-97.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.031 |
1M High / 1M Low: |
1.090 |
0.031 |
6M High / 6M Low: |
1.320 |
0.031 |
High (YTD): |
2024-05-31 |
1.320 |
Low (YTD): |
2024-08-26 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.663 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
571.65% |
Volatility 6M: |
|
276.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |