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

EUWAX
25/07/2024  09:52:07 Chg.-0.19 Bid10:17:48 Ask10:17:48 Underlying Strike price Expiration date Option type
1.14EUR -14.29% 1.17
Bid Size: 3,000		 1.25
Ask Size: 3,000		 EXPEDIA GRP INC. DL-... 135.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -1.64
Time value: 1.26
Break-even: 147.60
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.58
Spread abs.: 0.08
Spread %: 6.78%
Delta: 0.46
Theta: -0.05
Omega: 4.30
Rho: 0.20
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.45%
1 Month
  -1.72%
3 Months
  -42.13%
YTD
  -68.60%
1 Year
  -37.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.33
1M High / 1M Low: 1.67 0.88
6M High / 6M Low: 3.73 0.49
High (YTD): 08/02/2024 3.73
Low (YTD): 31/05/2024 0.49
52W High: 22/12/2023 3.76
52W Low: 31/05/2024 0.49
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.65
Avg. volume 6M:   0.00
Avg. price 1Y:   1.80
Avg. volume 1Y:   7.81
Volatility 1M:   168.80%
Volatility 6M:   147.30%
Volatility 1Y:   153.67%
Volatility 3Y:   -