JP Morgan Call 155 EXPE 20.06.2025
/ DE000JB951M8
JP Morgan Call 155 EXPE 20.06.202.../ DE000JB951M8 /
| 7/16/2024 9:22:30 AM |
Chg.+0.02 |
Bid5:12:10 PM |
Ask5:12:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+1.63% |
1.37
Bid Size: 50,000 |
1.41
Ask Size: 50,000 |
Expedia Group Inc |
155.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
-2.06 |
| Time value: |
1.39 |
| Break-even: |
156.12 |
| Moneyness: |
0.85 |
| Premium: |
0.28 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.15 |
| Spread %: |
12.10% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
4.03 |
| Rho: |
0.39 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.26% |
| 1 Month |
|
|
+35.87% |
| 3 Months |
|
|
-20.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.99 |
| 1M High / 1M Low: |
1.23 |
0.83 |
| 6M High / 6M Low: |
3.33 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.73% |
| Volatility 6M: |
|
122.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
