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JP Morgan Call 140 E3X1 17.01.202.../  DE000JL385U0  /

EUWAX
13/11/2024  10:19:58 Chg.- Bid08:11:14 Ask08:11:14 Underlying Strike price Expiration date Option type
4.09EUR - 3.97
Bid Size: 2,000		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 140.00 - 17/01/2025 Call
 

Master data

WKN: JL385U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 07/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 3.30
Intrinsic value: 3.14
Implied volatility: 0.93
Historic volatility: 0.35
Parity: 3.14
Time value: 1.22
Break-even: 183.60
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.24
Spread %: 5.83%
Delta: 0.77
Theta: -0.17
Omega: 3.01
Rho: 0.16
 

Quote data

Open: 4.09
High: 4.09
Low: 4.09
Previous Close: 4.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.70%
1 Month  
+127.22%
3 Months  
+359.55%
YTD  
+21.37%
1 Year  
+146.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 3.28
1M High / 1M Low: 4.36 1.76
6M High / 6M Low: 4.36 0.40
High (YTD): 12/11/2024 4.36
Low (YTD): 31/05/2024 0.40
52W High: 12/11/2024 4.36
52W Low: 31/05/2024 0.40
Avg. price 1W:   3.96
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.76
Avg. volume 1Y:   0.00
Volatility 1M:   177.49%
Volatility 6M:   192.60%
Volatility 1Y:   166.37%
Volatility 3Y:   -