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JP Morgan Call 115 E3X1 17.01.202.../  DE000JL1J2H3  /

EUWAX
2024-06-07  12:51:52 PM Chg.- Bid8:24:33 AM Ask8:24:33 AM Underlying Strike price Expiration date Option type
1.68EUR - 1.88
Bid Size: 5,000		 1.95
Ask Size: 5,000		 EXPEDIA GRP INC. DL-... 115.00 - 2025-01-17 Call
 

Master data

WKN: JL1J2H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.40
Parity: -0.11
Time value: 1.94
Break-even: 134.40
Moneyness: 0.99
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 3.74%
Delta: 0.59
Theta: -0.05
Omega: 3.49
Rho: 0.30
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.37%
1 Month  
+25.37%
3 Months
  -43.62%
YTD
  -65.00%
1 Year
  -29.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.31
1M High / 1M Low: 1.68 1.10
6M High / 6M Low: 4.95 1.10
High (YTD): 2024-02-08 4.95
Low (YTD): 2024-05-31 1.10
52W High: 2024-02-08 4.95
52W Low: 2024-05-31 1.10
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   2.73
Avg. volume 1Y:   0.00
Volatility 1M:   121.85%
Volatility 6M:   105.59%
Volatility 1Y:   126.31%
Volatility 3Y:   -