JP Morgan Call 150 EXPE 19.07.2024
/ DE000JB67KS4
JP Morgan Call 150 EXPE 19.07.202.../ DE000JB67KS4 /
| 2024-06-07 11:14:02 AM |
Chg.+0.004 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+57.14% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
150.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB67KS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
-2.49 |
| Time value: |
0.11 |
| Break-even: |
139.98 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
5.25 |
| Spread abs.: |
0.10 |
| Spread %: |
700.00% |
| Delta: |
0.13 |
| Theta: |
-0.05 |
| Omega: |
13.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-98.17% |
| YTD |
|
|
-99.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.006 |
| 1M High / 1M Low: |
0.011 |
0.003 |
| 6M High / 6M Low: |
2.080 |
0.003 |
| High (YTD): |
2024-02-08 |
1.960 |
| Low (YTD): |
2024-05-31 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
711.23% |
| Volatility 6M: |
|
357.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
