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JP Morgan Call 135 E3X1 17.01.202.../  DE000JL1MNA1  /

EUWAX
2024-06-14  9:59:08 AM Chg.-0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.940EUR -5.05% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 135.00 - 2025-01-17 Call
 

Master data

WKN: JL1MNA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.68
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -1.86
Time value: 1.09
Break-even: 145.90
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.07
Spread %: 6.86%
Delta: 0.43
Theta: -0.04
Omega: 4.60
Rho: 0.23
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+54.10%
3 Months
  -54.37%
YTD
  -74.10%
1 Year
  -34.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.940
1M High / 1M Low: 0.990 0.490
6M High / 6M Low: 3.760 0.490
High (YTD): 2024-02-08 3.730
Low (YTD): 2024-05-31 0.490
52W High: 2023-12-22 3.760
52W Low: 2024-05-31 0.490
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   2.099
Avg. volume 6M:   8.065
Avg. price 1Y:   1.850
Avg. volume 1Y:   7.843
Volatility 1M:   164.03%
Volatility 6M:   132.57%
Volatility 1Y:   149.32%
Volatility 3Y:   -