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JP Morgan Call 115 E3X1 17.01.202.../  DE000JL1J2H3  /

EUWAX
06/09/2024  10:05:33 Chg.-0.03 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
2.33EUR -1.27% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 115.00 - 17/01/2025 Call
 

Master data

WKN: JL1J2H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.43
Implied volatility: 0.70
Historic volatility: 0.38
Parity: 0.43
Time value: 1.82
Break-even: 137.50
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 2.27%
Delta: 0.63
Theta: -0.08
Omega: 3.33
Rho: 0.19
 

Quote data

Open: 2.33
High: 2.33
Low: 2.33
Previous Close: 2.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.82%
1 Month  
+76.52%
3 Months  
+38.69%
YTD
  -51.46%
1 Year  
+25.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.33
1M High / 1M Low: 2.87 1.26
6M High / 6M Low: 3.35 1.10
High (YTD): 08/02/2024 4.95
Low (YTD): 31/05/2024 1.10
52W High: 08/02/2024 4.95
52W Low: 31/05/2024 1.10
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   228.32%
Volatility 6M:   151.35%
Volatility 1Y:   143.46%
Volatility 3Y:   -