JP Morgan Call 155 EXPE 20.06.2025
/ DE000JB951M8
JP Morgan Call 155 EXPE 20.06.202.../ DE000JB951M8 /
| 18/10/2024 12:21:13 |
Chg.-0.06 |
Bid18:19:11 |
Ask18:19:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
-2.61% |
2.25
Bid Size: 50,000 |
2.28
Ask Size: 50,000 |
Expedia Group Inc |
155.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB951M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
0.28 |
| Time value: |
2.03 |
| Break-even: |
166.23 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
4.52% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.88 |
| Rho: |
0.45 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.24 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+79.20% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.80 |
| 1M High / 1M Low: |
2.30 |
1.25 |
| 6M High / 6M Low: |
2.30 |
0.55 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.60% |
| Volatility 6M: |
|
162.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
