JP Morgan Call 140 E3X1 17.01.2025
/ DE000JL385U0
JP Morgan Call 140 E3X1 17.01.202.../ DE000JL385U0 /
| 06/08/2024 09:51:56 |
Chg.+0.110 |
Bid13:40:25 |
Ask13:40:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+25.58% |
0.530
Bid Size: 3,000 |
0.590
Ask Size: 3,000 |
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: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.37 |
| Parity: |
-3.76 |
| Time value: |
0.70 |
| Break-even: |
147.00 |
| Moneyness: |
0.73 |
| Premium: |
0.44 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.20 |
| Spread %: |
40.00% |
| Delta: |
0.31 |
| Theta: |
-0.05 |
| Omega: |
4.54 |
| Rho: |
0.11 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
-83.98% |
| 1 Year |
|
|
-43.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.430 |
| 1M High / 1M Low: |
1.440 |
0.430 |
| 6M High / 6M Low: |
3.460 |
0.400 |
| High (YTD): |
08/02/2024 |
3.460 |
| Low (YTD): |
31/05/2024 |
0.400 |
| 52W High: |
22/12/2023 |
3.500 |
| 52W Low: |
31/05/2024 |
0.400 |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.591 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
242.00% |
| Volatility 6M: |
|
168.87% |
| Volatility 1Y: |
|
165.57% |
| Volatility 3Y: |
|
- |
