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JP Morgan Call 135 E3X1 17.01.202.../  DE000JL1MNA1  /

EUWAX
2024-05-30  10:00:51 AM Chg.+0.020 Bid3:07:27 PM Ask3:07:27 PM Underlying Strike price Expiration date Option type
0.510EUR +4.08% 0.510
Bid Size: 5,000		 0.560
Ask Size: 5,000		 EXPEDIA GRP INC. DL-... 135.00 - 2025-01-17 Call
 

Master data

WKN: JL1MNA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.02
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.40
Parity: -3.29
Time value: 0.60
Break-even: 141.00
Moneyness: 0.76
Premium: 0.38
Premium p.a.: 0.66
Spread abs.: 0.07
Spread %: 13.21%
Delta: 0.30
Theta: -0.03
Omega: 5.15
Rho: 0.16
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -74.75%
3 Months
  -76.71%
YTD
  -85.95%
1 Year
  -53.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.490
1M High / 1M Low: 2.020 0.490
6M High / 6M Low: 3.760 0.490
High (YTD): 2024-02-08 3.730
Low (YTD): 2024-05-29 0.490
52W High: 2023-12-22 3.760
52W Low: 2024-05-29 0.490
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.775
Avg. volume 1M:   0.000
Avg. price 6M:   2.318
Avg. volume 6M:   8.065
Avg. price 1Y:   1.881
Avg. volume 1Y:   7.813
Volatility 1M:   178.15%
Volatility 6M:   120.98%
Volatility 1Y:   145.07%
Volatility 3Y:   -