JP Morgan Call 52 TCOM 20.06.2025
/ DE000JB1W6E5
JP Morgan Call 52 TCOM 20.06.2025/ DE000JB1W6E5 /
11/09/2024 10:13:56 |
Chg.-0.010 |
Bid21:55:09 |
Ask21:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-2.13% |
0.450 Bid Size: 10,000 |
0.480 Ask Size: 10,000 |
Trip com Group Ltd |
52.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JB1W6E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
27/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-0.45 |
Time value: |
0.48 |
Break-even: |
51.99 |
Moneyness: |
0.91 |
Premium: |
0.22 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
6.67% |
Delta: |
0.49 |
Theta: |
-0.01 |
Omega: |
4.36 |
Rho: |
0.12 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.12% |
1 Month |
|
|
+48.39% |
3 Months |
|
|
-42.50% |
YTD |
|
|
+53.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.460 |
1M High / 1M Low: |
0.500 |
0.250 |
6M High / 6M Low: |
1.270 |
0.230 |
High (YTD): |
21/05/2024 |
1.270 |
Low (YTD): |
05/08/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.385 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.694 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.27% |
Volatility 6M: |
|
155.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |