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JP Morgan Call 160 EXPE 17.01.202.../  DE000JL58A56  /

EUWAX
2024-09-20  9:22:12 AM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.560EUR +1.82% -
Bid Size: -		 -
Ask Size: -		 Expedia Group Inc 160.00 USD 2025-01-17 Call
 

Master data

WKN: JL58A5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.85
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -1.43
Time value: 0.65
Break-even: 149.83
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 8.33%
Delta: 0.37
Theta: -0.05
Omega: 7.43
Rho: 0.14
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.71%
1 Month  
+47.37%
3 Months  
+40.00%
YTD
  -77.24%
1 Year  
+1.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.390
1M High / 1M Low: 0.610 0.310
6M High / 6M Low: 1.220 0.170
High (YTD): 2024-02-08 2.510
Low (YTD): 2024-05-31 0.170
52W High: 2023-12-22 2.550
52W Low: 2024-05-31 0.170
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   0.972
Avg. volume 1Y:   0.000
Volatility 1M:   202.23%
Volatility 6M:   261.97%
Volatility 1Y:   227.49%
Volatility 3Y:   -