JP Morgan Put 130 EXPE 20.06.2025
/ DE000JB951F2
JP Morgan Put 130 EXPE 20.06.2025/ DE000JB951F2 /
| 8/1/2024 12:48:21 PM |
Chg.+0.07 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+4.32% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
130.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB951F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.40 |
| Parity: |
0.22 |
| Time value: |
1.62 |
| Break-even: |
101.71 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
8.88% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-2.60 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
+2.42% |
| 3 Months |
|
|
-1.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.62 |
| 1M High / 1M Low: |
1.84 |
1.32 |
| 6M High / 6M Low: |
2.57 |
1.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.88% |
| Volatility 6M: |
|
89.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
