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JP Morgan Call 140 EXPE 20.09.202.../  DE000JB6K971  /

EUWAX
8/6/2024  8:10:27 AM Chg.+0.060 Bid11:59:02 AM Ask11:59:02 AM Underlying Strike price Expiration date Option type
0.150EUR +66.67% 0.130
Bid Size: 3,000		 0.190
Ask Size: 3,000		 Expedia Group Inc 140.00 USD 9/20/2024 Call
 

Master data

WKN: JB6K97
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/20/2024
Issue date: 11/14/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.37
Parity: -2.55
Time value: 0.28
Break-even: 130.65
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 6.22
Spread abs.: 0.15
Spread %: 115.38%
Delta: 0.22
Theta: -0.08
Omega: 8.03
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.91%
1 Month
  -57.14%
3 Months
  -46.43%
YTD
  -94.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.090
1M High / 1M Low: 0.780 0.090
6M High / 6M Low: 2.930 0.090
High (YTD): 2/8/2024 2.930
Low (YTD): 8/5/2024 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.44%
Volatility 6M:   244.45%
Volatility 1Y:   -
Volatility 3Y:   -