JP Morgan Call 140 EXPE 18.10.2024
/ DE000JK2N6B2
JP Morgan Call 140 EXPE 18.10.202.../ DE000JK2N6B2 /
| 10/11/2024 10:49:33 AM |
Chg.-0.120 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
140.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK2N6B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.38 |
| Parity: |
0.96 |
| Time value: |
0.10 |
| Break-even: |
138.63 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.08 |
| Spread %: |
8.16% |
| Delta: |
0.84 |
| Theta: |
-0.22 |
| Omega: |
10.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.75% |
| 1 Month |
|
|
+482.35% |
| 3 Months |
|
|
+73.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.990 |
| 1M High / 1M Low: |
1.160 |
0.170 |
| 6M High / 6M Low: |
1.410 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.75% |
| Volatility 6M: |
|
297.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
