JP Morgan Call 115 EXPE 16.01.2026
/ DE000JK9KCZ9
JP Morgan Call 115 EXPE 16.01.202.../ DE000JK9KCZ9 /
| 11/13/2024 8:47:11 AM |
Chg.-0.36 |
Bid7:13:33 PM |
Ask7:13:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.34EUR |
-4.68% |
7.29
Bid Size: 50,000 |
7.37
Ask Size: 50,000 |
Expedia Group Inc |
115.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK9KCZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/7/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.93 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.35 |
| Parity: |
6.31 |
| Time value: |
1.28 |
| Break-even: |
184.22 |
| Moneyness: |
1.58 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
2.71% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
1.97 |
| Rho: |
0.86 |
Quote data
| Open: |
7.34 |
| High: |
7.34 |
| Low: |
7.34 |
| Previous Close: |
7.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.90% |
| 1 Month |
|
|
+53.56% |
| 3 Months |
|
|
+113.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.70 |
5.83 |
| 1M High / 1M Low: |
7.70 |
4.75 |
| 6M High / 6M Low: |
7.70 |
2.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.11% |
| Volatility 6M: |
|
87.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
