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JP Morgan Put 120 EXPE 20.09.2024/  DE000JB62HL6  /

EUWAX
29/08/2024  08:26:14 Chg.+0.015 Bid10:38:34 Ask10:38:34 Underlying Strike price Expiration date Option type
0.033EUR +83.33% 0.025
Bid Size: 2,000		 0.110
Ask Size: 2,000		 Expedia Group Inc 120.00 USD 20/09/2024 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: 20/09/2024
Issue date: 15/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -139.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.38
Parity: -1.77
Time value: 0.09
Break-even: 106.97
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 8.92
Spread abs.: 0.06
Spread %: 233.33%
Delta: -0.11
Theta: -0.07
Omega: -14.99
Rho: -0.01
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -93.40%
3 Months
  -97.40%
YTD
  -94.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.018
1M High / 1M Low: 1.090 0.018
6M High / 6M Low: 1.320 0.018
High (YTD): 31/05/2024 1.320
Low (YTD): 28/08/2024 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   574.06%
Volatility 6M:   283.89%
Volatility 1Y:   -
Volatility 3Y:   -