JP Morgan Call 145 E3X1 20.12.2024
/ DE000JT9RL94
JP Morgan Call 145 E3X1 20.12.202.../ DE000JT9RL94 /
| 08/11/2024 08:59:49 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EXPEDIA GRP INC. DL-... |
145.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JT9RL9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/09/2024 |
| Last trading day: |
08/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.35 |
| Parity: |
2.64 |
| Time value: |
0.87 |
| Break-even: |
180.10 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.22 |
| Spread %: |
6.69% |
| Delta: |
0.76 |
| Theta: |
-0.22 |
| Omega: |
3.73 |
| Rho: |
0.10 |
Quote data
| Open: |
3.51 |
| High: |
3.51 |
| Low: |
3.51 |
| Previous Close: |
2.72 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.04% |
| 1 Month |
|
|
+163.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
2.72 |
| 1M High / 1M Low: |
3.51 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
