JP Morgan Call 130 EXPE 16.01.2026
/ DE000JK7V0N5
JP Morgan Call 130 EXPE 16.01.202.../ DE000JK7V0N5 /
10/10/2024 11:27:30 |
Chg.+0.11 |
Bid13:14:53 |
Ask13:14:53 |
Underlying |
Strike price |
Expiration date |
Option type |
4.07EUR |
+2.78% |
4.04 Bid Size: 3,000 |
4.14 Ask Size: 3,000 |
Expedia Group Inc |
130.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK7V0N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
03/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
2.08 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
2.08 |
Time value: |
2.15 |
Break-even: |
161.11 |
Moneyness: |
1.18 |
Premium: |
0.15 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.15 |
Spread %: |
3.68% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
2.44 |
Rho: |
0.77 |
Quote data
Open: |
4.07 |
High: |
4.07 |
Low: |
4.07 |
Previous Close: |
3.96 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.81% |
1 Month |
|
|
+46.93% |
3 Months |
|
|
+49.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.04 |
3.64 |
1M High / 1M Low: |
4.04 |
2.61 |
6M High / 6M Low: |
4.04 |
1.74 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.14% |
Volatility 6M: |
|
106.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |