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

EUWAX
6/26/2024  12:57:50 PM Chg.+0.10 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.26EUR +8.62% -
Bid Size: -		 -
Ask Size: -		 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: 9.25
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -1.38
Time value: 1.31
Break-even: 148.10
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.07
Spread %: 5.65%
Delta: 0.47
Theta: -0.05
Omega: 4.39
Rho: 0.25
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.75%
1 Month  
+133.33%
3 Months
  -41.12%
YTD
  -65.29%
1 Year
  -3.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.16 1.01
1M High / 1M Low: 1.16 0.49
6M High / 6M Low: 3.73 0.49
High (YTD): 2/8/2024 3.73
Low (YTD): 5/31/2024 0.49
52W High: 12/22/2023 3.76
52W Low: 5/31/2024 0.49
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   1.99
Avg. volume 6M:   7.94
Avg. price 1Y:   1.84
Avg. volume 1Y:   7.81
Volatility 1M:   147.25%
Volatility 6M:   133.07%
Volatility 1Y:   149.22%
Volatility 3Y:   -