JP Morgan Call 120 E3X1/ DE000JK759E1 /
2024-09-25 8:39:52 AM | Chg.- | Bid10:00:28 PM | Ask10:00:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.49EUR | - | - Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... | 120.00 - | 2024-10-18 | Call |
Master data
WKN: | JK759E |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | EXPEDIA GRP INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2024-10-18 |
Issue date: | 2024-05-07 |
Last trading day: | 2024-09-26 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.58 |
Leverage: | Yes |
Calculated values
Fair value: | 1.89 |
---|---|
Intrinsic value: | 1.89 |
Implied volatility: | 4.97 |
Historic volatility: | 0.39 |
Parity: | 1.89 |
Time value: | 0.60 |
Break-even: | 144.90 |
Moneyness: | 1.16 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.13 |
Spread %: | 5.51% |
Delta: | 0.76 |
Theta: | -5.67 |
Omega: | 4.22 |
Rho: | 0.00 |
Quote data
Open: | 2.49 |
---|---|
High: | 2.49 |
Low: | 2.49 |
Previous Close: | 2.26 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +41.48% | ||
3 Months | +27.04% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.49 | 1.76 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.15 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 108.77% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |