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JP Morgan Put 95 E3X1 17.01.2025/  DE000JL1J2C4  /

EUWAX
2024-06-20  10:01:35 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.240EUR - -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 95.00 - 2025-01-17 Put
 

Master data

WKN: JL1J2C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.81
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.40
Parity: -2.14
Time value: 0.30
Break-even: 92.00
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.41
Spread abs.: 0.06
Spread %: 25.00%
Delta: -0.16
Theta: -0.02
Omega: -6.34
Rho: -0.12
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -20.00%
YTD
  -44.19%
1 Year
  -80.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.520 0.240
6M High / 6M Low: 0.570 0.240
High (YTD): 2024-02-09 0.570
Low (YTD): 2024-06-20 0.240
52W High: 2023-10-27 1.600
52W Low: 2024-06-20 0.240
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   120.72%
Volatility 6M:   120.22%
Volatility 1Y:   113.90%
Volatility 3Y:   -