JP Morgan Put 125 EXPE 20.12.2024
/ DE000JT9RL45
JP Morgan Put 125 EXPE 20.12.2024/ DE000JT9RL45 /
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: |
|
- |