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JP Morgan Call 110 E3X1 17.01.202.../  DE000JL1J2G5  /

EUWAX
03/06/2024  09:58:32 Chg.+0.27 Bid19:12:23 Ask19:12:23 Underlying Strike price Expiration date Option type
1.58EUR +20.61% 1.53
Bid Size: 75,000		 1.55
Ask Size: 75,000		 EXPEDIA GRP INC. DL-... 110.00 - 17/01/2025 Call
 

Master data

WKN: JL1J2G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.40
Parity: -0.60
Time value: 1.58
Break-even: 125.80
Moneyness: 0.95
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.06
Spread %: 3.95%
Delta: 0.55
Theta: -0.04
Omega: 3.63
Rho: 0.26
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.33%
1 Month
  -33.33%
3 Months
  -56.95%
YTD
  -69.14%
1 Year
  -27.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.31
1M High / 1M Low: 2.37 1.31
6M High / 6M Low: 5.29 1.31
High (YTD): 08/02/2024 5.29
Low (YTD): 31/05/2024 1.31
52W High: 08/02/2024 5.29
52W Low: 31/05/2024 1.31
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.60
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   103.90%
Volatility 6M:   92.75%
Volatility 1Y:   117.33%
Volatility 3Y:   -