JP Morgan Put 145 EXPE 17.01.2025
/ DE000JV0RP38
JP Morgan Put 145 EXPE 17.01.2025/ DE000JV0RP38 /
| 10/28/2024 9:00:55 AM |
Chg.+0.040 |
Bid9:11:26 AM |
Ask9:11:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+8.16% |
0.510
Bid Size: 3,000 |
0.610
Ask Size: 3,000 |
Expedia Group Inc |
145.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JV0RP3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-1.24 |
| Time value: |
0.61 |
| Break-even: |
128.19 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.09 |
| Spread %: |
17.86% |
| Delta: |
-0.29 |
| Theta: |
-0.06 |
| Omega: |
-6.89 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.00% |
| 1 Month |
|
|
-36.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.990 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
