JP Morgan Put 140 EXPE 20.12.2024
/ DE000JV0X0K3
JP Morgan Put 140 EXPE 20.12.2024/ DE000JV0X0K3 /
| 25/10/2024 12:46:24 |
Chg.- |
Bid10:32:26 |
Ask10:32:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.280
Bid Size: 2,000 |
0.380
Ask Size: 2,000 |
Expedia Group Inc |
140.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JV0X0K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-1.70 |
| Time value: |
0.42 |
| Break-even: |
125.47 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.10 |
| Spread %: |
31.25% |
| Delta: |
-0.23 |
| Theta: |
-0.08 |
| Omega: |
-7.93 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-58.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.730 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
