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

EUWAX
2024-09-20  9:59:47 AM Chg.- Bid9:37:28 AM Ask9:37:28 AM Underlying Strike price Expiration date Option type
1.07EUR - 1.14
Bid Size: 3,000		 1.19
Ask Size: 3,000		 EXPEDIA GRP INC. DL-... 145.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.85
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.38
Parity: -1.59
Time value: 1.19
Break-even: 156.90
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.85
Spread abs.: 0.05
Spread %: 4.39%
Delta: 0.44
Theta: -0.08
Omega: 4.80
Rho: 0.14
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.10%
1 Month  
+35.44%
3 Months  
+46.58%
YTD
  -65.71%
1 Year  
+35.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 0.79
1M High / 1M Low: 1.12 0.61
6M High / 6M Low: 1.77 0.32
High (YTD): 2024-02-08 3.20
Low (YTD): 2024-05-31 0.32
52W High: 2023-12-22 3.25
52W Low: 2024-05-31 0.32
Avg. price 1W:   0.93
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.39
Avg. volume 1Y:   0.00
Volatility 1M:   177.30%
Volatility 6M:   209.15%
Volatility 1Y:   191.23%
Volatility 3Y:   -