JP Morgan Call 52 TCOM 17.01.2025
/ DE000JL0YXL4
JP Morgan Call 52 TCOM 17.01.2025/ DE000JL0YXL4 /
9/10/2024 9:04:26 AM |
Chg.-0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-4.00% |
- Bid Size: - |
- Ask Size: - |
Trip com Group Ltd |
52.00 - |
1/17/2025 |
Call |
Master data
WKN: |
JL0YXL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/12/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.32 |
Parity: |
-0.92 |
Time value: |
0.26 |
Break-even: |
54.60 |
Moneyness: |
0.82 |
Premium: |
0.27 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
5.59 |
Rho: |
0.04 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
-61.90% |
YTD |
|
|
+33.33% |
1 Year |
|
|
-33.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.240 |
1M High / 1M Low: |
0.290 |
0.110 |
6M High / 6M Low: |
0.990 |
0.110 |
High (YTD): |
5/20/2024 |
0.990 |
Low (YTD): |
8/20/2024 |
0.110 |
52W High: |
5/20/2024 |
0.990 |
52W Low: |
8/20/2024 |
0.110 |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.470 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.365 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
218.57% |
Volatility 6M: |
|
183.09% |
Volatility 1Y: |
|
160.47% |
Volatility 3Y: |
|
- |