JP Morgan Put 90 EXPE 16.01.2026
/ DE000JK863L6
JP Morgan Put 90 EXPE 16.01.2026/ DE000JK863L6 /
| 01/08/2024 12:26:49 |
Chg.+0.030 |
Bid18:19:22 |
Ask18:19:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+4.23% |
0.840
Bid Size: 75,000 |
0.890
Ask Size: 75,000 |
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: |
-13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-3.48 |
| Time value: |
0.87 |
| Break-even: |
74.47 |
| Moneyness: |
0.70 |
| Premium: |
0.37 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.18 |
| Spread %: |
27.03% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-2.27 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+7.25% |
| 3 Months |
|
|
-3.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.710 |
| 1M High / 1M Low: |
0.770 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
