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JP Morgan Call 145 E3X1 17.01.202.../  DE000JL385V8  /

EUWAX
6/21/2024  9:47:51 AM Chg.+0.030 Bid10:59:58 AM Ask10:59:58 AM Underlying Strike price Expiration date Option type
0.730EUR +4.29% 0.720
Bid Size: 3,000		 0.790
Ask Size: 3,000		 EXPEDIA GRP INC. DL-... 145.00 - 1/17/2025 Call
 

Master data

WKN: JL385V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 1/17/2025
Issue date: 6/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.84
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.40
Parity: -2.78
Time value: 0.79
Break-even: 152.90
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.59
Spread abs.: 0.07
Spread %: 9.72%
Delta: 0.35
Theta: -0.04
Omega: 5.18
Rho: 0.19
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.31%
1 Month  
+65.91%
3 Months
  -58.29%
YTD
  -76.60%
1 Year
  -35.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.650
1M High / 1M Low: 0.700 0.320
6M High / 6M Low: 3.250 0.320
High (YTD): 2/8/2024 3.200
Low (YTD): 5/31/2024 0.320
52W High: 12/22/2023 3.250
52W Low: 5/31/2024 0.320
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   1.646
Avg. volume 6M:   0.000
Avg. price 1Y:   1.500
Avg. volume 1Y:   0.000
Volatility 1M:   182.19%
Volatility 6M:   145.14%
Volatility 1Y:   165.49%
Volatility 3Y:   -