JP Morgan Call 40 TCOM 17.01.2025
/ DE000JL0YXB5
JP Morgan Call 40 TCOM 17.01.2025/ DE000JL0YXB5 /
| 20/06/2024 08:57:16 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Trip com Group Ltd |
40.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL0YXB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
0.71 |
| Time value: |
0.53 |
| Break-even: |
52.40 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.79 |
| Rho: |
0.12 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.77% |
| 3 Months |
|
|
-1.64% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
+96.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.35 |
1.15 |
| 6M High / 6M Low: |
1.76 |
0.42 |
| High (YTD): |
20/05/2024 |
1.76 |
| Low (YTD): |
22/01/2024 |
0.42 |
| 52W High: |
20/05/2024 |
1.76 |
| 52W Low: |
08/12/2023 |
0.37 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.23% |
| Volatility 6M: |
|
109.90% |
| Volatility 1Y: |
|
107.12% |
| Volatility 3Y: |
|
- |
