OverviewChartNewsTraderScreen

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

EUWAX
9/11/2024  10:06:30 AM Chg.-0.100 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.820EUR -10.87% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 140.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.37
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -2.10
Time value: 0.89
Break-even: 148.90
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.90
Spread abs.: 0.05
Spread %: 5.95%
Delta: 0.39
Theta: -0.06
Omega: 5.15
Rho: 0.13
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.07%
1 Month
  -3.53%
3 Months  
+3.80%
YTD
  -75.67%
1 Year
  -35.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.920
1M High / 1M Low: 1.340 0.820
6M High / 6M Low: 1.980 0.400
High (YTD): 2/8/2024 3.460
Low (YTD): 5/31/2024 0.400
52W High: 12/22/2023 3.500
52W Low: 5/31/2024 0.400
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   1.077
Avg. volume 6M:   0.000
Avg. price 1Y:   1.565
Avg. volume 1Y:   0.000
Volatility 1M:   168.14%
Volatility 6M:   194.38%
Volatility 1Y:   181.44%
Volatility 3Y:   -