JP Morgan Call 140 E3X1 17.01.2025
/ DE000JL385U0
JP Morgan Call 140 E3X1 17.01.202.../ DE000JL385U0 /
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: |
|
- |