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JP Morgan Call 160 EXPE 17.01.202.../  DE000JL58A56  /

EUWAX
2024-07-25  9:08:35 AM Chg.-0.080 Bid5:07:42 PM Ask5:07:42 PM Underlying Strike price Expiration date Option type
0.480EUR -14.29% 0.410
Bid Size: 50,000		 0.430
Ask Size: 50,000		 Expedia Group Inc 160.00 USD 2025-01-17 Call
 

Master data

WKN: JL58A5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.44
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.40
Parity: -2.91
Time value: 0.58
Break-even: 153.43
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.71
Spread abs.: 0.09
Spread %: 18.37%
Delta: 0.30
Theta: -0.04
Omega: 6.12
Rho: 0.14
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.39%
1 Month  
+6.67%
3 Months
  -53.40%
YTD
  -80.49%
1 Year
  -57.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.560
1M High / 1M Low: 0.780 0.320
6M High / 6M Low: 2.510 0.170
High (YTD): 2024-02-08 2.510
Low (YTD): 2024-05-31 0.170
52W High: 2023-12-22 2.550
52W Low: 2024-05-31 0.170
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.874
Avg. volume 6M:   0.000
Avg. price 1Y:   1.041
Avg. volume 1Y:   0.000
Volatility 1M:   223.60%
Volatility 6M:   182.92%
Volatility 1Y:   187.80%
Volatility 3Y:   -