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JP Morgan Put 130 EXPE 20.09.2024/  DE000JB5X7Q2  /

EUWAX
2024-07-31  10:15:22 AM Chg.-0.050 Bid8:33:08 PM Ask8:33:08 PM Underlying Strike price Expiration date Option type
0.810EUR -5.81% 0.900
Bid Size: 75,000		 0.910
Ask Size: 75,000		 Expedia Group Inc 130.00 USD 2024-09-20 Put
 

Master data

WKN: JB5X7Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 130.00 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: -13.06
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.14
Implied volatility: 0.49
Historic volatility: 0.40
Parity: 0.14
Time value: 0.77
Break-even: 111.10
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 5.81%
Delta: -0.48
Theta: -0.08
Omega: -6.23
Rho: -0.09
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month
  -20.59%
3 Months
  -11.96%
YTD
  -8.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.690
1M High / 1M Low: 1.190 0.540
6M High / 6M Low: 2.020 0.540
High (YTD): 2024-05-31 2.020
Low (YTD): 2024-07-17 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.842
Avg. volume 1M:   0.000
Avg. price 6M:   1.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.96%
Volatility 6M:   170.71%
Volatility 1Y:   -
Volatility 3Y:   -