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JP Morgan Call 64 TCOM 17.01.2025/  DE000JL0YXF6  /

EUWAX
2024-06-28  8:54:25 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 Trip com Group Ltd 64.00 - 2025-01-17 Call
 

Master data

WKN: JL0YXF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Trip com Group Ltd
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -2.01
Time value: 0.15
Break-even: 65.50
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 1.06
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.20
Theta: -0.01
Omega: 5.91
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -50.00%
3 Months
  -18.75%
YTD  
+56.63%
1 Year
  -27.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: 0.500 0.073
High (YTD): 2024-05-20 0.500
Low (YTD): 2024-01-30 0.073
52W High: 2024-05-20 0.500
52W Low: 2023-12-18 0.066
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   140.28%
Volatility 6M:   199.76%
Volatility 1Y:   175.35%
Volatility 3Y:   -