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JP Morgan Put 125 EXPE 20.09.2024/  DE000JB5X7P4  /

EUWAX
2024-07-31  10:15:21 AM Chg.-0.040 Bid8:38:08 PM Ask8:38:08 PM Underlying Strike price Expiration date Option type
0.590EUR -6.35% 0.670
Bid Size: 75,000		 0.680
Ask Size: 75,000		 Expedia Group Inc 125.00 USD 2024-09-20 Put
 

Master data

WKN: JB5X7P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.90
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.40
Parity: -0.33
Time value: 0.63
Break-even: 109.29
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 7.94%
Delta: -0.39
Theta: -0.07
Omega: -7.39
Rho: -0.07
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month
  -23.38%
3 Months
  -19.18%
YTD
  -22.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.500
1M High / 1M Low: 0.910 0.380
6M High / 6M Low: 1.650 0.380
High (YTD): 2024-05-31 1.650
Low (YTD): 2024-07-17 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.30%
Volatility 6M:   176.10%
Volatility 1Y:   -
Volatility 3Y:   -