JP Morgan Call 38 TCOM 17.01.2025
/ DE000JL0YXA7
JP Morgan Call 38 TCOM 17.01.2025/ DE000JL0YXA7 /
| 30/09/2024 12:43:56 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Trip com Group Ltd |
38.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL0YXA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
01/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.37 |
| Parity: |
2.15 |
| Time value: |
0.20 |
| Break-even: |
61.50 |
| Moneyness: |
1.56 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.37 |
| Spread %: |
18.69% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
2.26 |
| Rho: |
0.08 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+139.80% |
| 3 Months |
|
|
+75.37% |
| YTD |
|
|
+351.92% |
| 1 Year |
|
|
+312.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.35 |
0.92 |
| 6M High / 6M Low: |
2.35 |
0.50 |
| High (YTD): |
30/09/2024 |
2.35 |
| Low (YTD): |
22/01/2024 |
0.49 |
| 52W High: |
30/09/2024 |
2.35 |
| 52W Low: |
08/12/2023 |
0.43 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
230.54% |
| Volatility 6M: |
|
133.03% |
| Volatility 1Y: |
|
120.31% |
| Volatility 3Y: |
|
- |
