JP Morgan Call 130 EXPE 16.01.2026
/ DE000JK7V0N5
JP Morgan Call 130 EXPE 16.01.202.../ DE000JK7V0N5 /
| 10/10/2024 11:27:30 AM |
Chg.+0.11 |
Bid3:01:08 PM |
Ask3:01:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+2.78% |
3.99
Bid Size: 3,000 |
4.09
Ask Size: 3,000 |
Expedia Group Inc |
130.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
4/3/2024 |
| Last trading day: |
1/15/2026 |
| 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: |
|
- |
