JP Morgan Put 130 EXPE 18.10.2024
/ DE000JK2N684
JP Morgan Put 130 EXPE 18.10.2024/ DE000JK2N684 /
| 2024-07-31 10:39:26 AM |
Chg.-0.050 |
Bid6:53:49 PM |
Ask6:53:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
0.930
Bid Size: 75,000 |
0.950
Ask Size: 75,000 |
Expedia Group Inc |
130.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK2N68 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
0.14 |
| Time value: |
0.84 |
| Break-even: |
110.40 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
5.38% |
| Delta: |
-0.47 |
| Theta: |
-0.05 |
| Omega: |
-5.66 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-10.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.770 |
| 1M High / 1M Low: |
1.230 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
