JP Morgan Put 145 EXPE 15.11.2024
/ DE000JV08B13
JP Morgan Put 145 EXPE 15.11.2024/ DE000JV08B13 /
| 10/28/2024 8:59:51 AM |
Chg.+0.020 |
Bid10:32:26 AM |
Ask10:32:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.260
Bid Size: 3,000 |
0.360
Ask Size: 3,000 |
Expedia Group Inc |
145.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JV08B1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
9/24/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.39 |
| Parity: |
-1.24 |
| Time value: |
0.41 |
| Break-even: |
130.21 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
7.68 |
| Spread abs.: |
0.10 |
| Spread %: |
32.26% |
| Delta: |
-0.26 |
| Theta: |
-0.21 |
| Omega: |
-9.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
-56.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.790 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
