JP Morgan Put 125 EXPE 20.12.2024/  DE000JT9RL45  /

EUWAX
11/13/2024  8:57:04 AM Chg.- Bid8:04:01 AM Ask8:04:01 AM Underlying Strike price Expiration date Option type
0.008EUR - 0.011
Bid Size: 1,000
0.160
Ask Size: 1,000
Expedia Group Inc 125.00 USD 12/20/2024 Put
 

Master data

WKN: JT9RL4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 12/20/2024
Issue date: 9/10/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -86.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.35
Parity: -5.37
Time value: 0.20
Break-even: 115.76
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 15.02
Spread abs.: 0.19
Spread %: 2,900.00%
Delta: -0.08
Theta: -0.10
Omega: -6.64
Rho: -0.02
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -96.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.003
1M High / 1M Low: 0.220 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   810.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -