JP Morgan Call 110 E3X1 17.01.2025
/ DE000JL1J2G5
JP Morgan Call 110 E3X1 17.01.202.../ DE000JL1J2G5 /
| 02/07/2024 09:30:37 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EXPEDIA GRP INC. DL-... |
110.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL1J2G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
06/04/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
1.16 |
| Time value: |
0.94 |
| Break-even: |
131.00 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
3.45% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
4.12 |
| Rho: |
0.33 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.58% |
| 3 Months |
|
|
-30.48% |
| YTD |
|
|
-60.35% |
| 1 Year |
|
|
-30.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.64 |
2.03 |
| 6M High / 6M Low: |
5.29 |
1.31 |
| High (YTD): |
08/02/2024 |
5.29 |
| Low (YTD): |
31/05/2024 |
1.31 |
| 52W High: |
08/02/2024 |
5.29 |
| 52W Low: |
31/05/2024 |
1.31 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.62% |
| Volatility 6M: |
|
106.18% |
| Volatility 1Y: |
|
121.44% |
| Volatility 3Y: |
|
- |
