JP Morgan Put 90 EXPE 16.01.2026/  DE000JK863L6  /

EUWAX
31/07/2024  12:46:46 Chg.-0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.710EUR -1.39% -
Bid Size: -
-
Ask Size: -
Expedia Group Inc 90.00 USD 16/01/2026 Put
 

Master data

WKN: JK863L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 16/01/2026
Issue date: 22/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.97
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.40
Parity: -3.56
Time value: 0.85
Break-even: 74.71
Moneyness: 0.70
Premium: 0.37
Premium p.a.: 0.24
Spread abs.: 0.18
Spread %: 27.78%
Delta: -0.16
Theta: -0.01
Omega: -2.29
Rho: -0.41
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.58%
1 Month
  -2.74%
3 Months
  -7.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.660
1M High / 1M Low: 0.770 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -