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JP Morgan Call 135 E3X1 17.01.202.../  DE000JL1MNA1  /

EUWAX
8/6/2024  9:50:50 AM Chg.+0.130 Bid1:19:20 PM Ask1:19:20 PM Underlying Strike price Expiration date Option type
0.650EUR +25.00% 0.640
Bid Size: 3,000		 0.690
Ask Size: 3,000		 EXPEDIA GRP INC. DL-... 135.00 - 1/17/2025 Call
 

Master data

WKN: JL1MNA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.64
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.37
Parity: -3.26
Time value: 0.81
Break-even: 143.10
Moneyness: 0.76
Premium: 0.40
Premium p.a.: 1.11
Spread abs.: 0.20
Spread %: 32.79%
Delta: 0.34
Theta: -0.05
Omega: 4.36
Rho: 0.12
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -33.67%
3 Months
  -20.73%
YTD
  -82.09%
1 Year
  -39.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.520
1M High / 1M Low: 1.670 0.520
6M High / 6M Low: 3.730 0.490
High (YTD): 2/8/2024 3.730
Low (YTD): 5/31/2024 0.490
52W High: 12/22/2023 3.760
52W Low: 5/31/2024 0.490
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   1.205
Avg. volume 1M:   0.000
Avg. price 6M:   1.490
Avg. volume 6M:   0.000
Avg. price 1Y:   1.772
Avg. volume 1Y:   7.843
Volatility 1M:   232.80%
Volatility 6M:   162.81%
Volatility 1Y:   155.25%
Volatility 3Y:   -