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JP Morgan Call 150 EXPE 17.01.202.../  DE000JL50SJ1  /

EUWAX
2024-06-04  8:48:55 AM Chg.+0.040 Bid5:05:45 PM Ask5:05:45 PM Underlying Strike price Expiration date Option type
0.360EUR +12.50% 0.330
Bid Size: 50,000		 0.350
Ask Size: 50,000		 Expedia Group Inc 150.00 USD 2025-01-17 Call
 

Master data

WKN: JL50SJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.16
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.40
Parity: -3.30
Time value: 0.39
Break-even: 141.37
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.62
Spread abs.: 0.07
Spread %: 23.53%
Delta: 0.24
Theta: -0.02
Omega: 6.58
Rho: 0.13
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -48.57%
3 Months
  -78.31%
YTD
  -87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 2.990 0.260
High (YTD): 2024-02-08 2.990
Low (YTD): 2024-05-31 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   1.679
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.80%
Volatility 6M:   146.55%
Volatility 1Y:   -
Volatility 3Y:   -