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JP Morgan Call 155 EXPE 17.01.202.../  DE000JL5U145  /

EUWAX
2024-05-29  10:46:29 AM Chg.-0.020 Bid10:48:48 AM Ask10:48:48 AM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 3,000		 0.290
Ask Size: 3,000		 Expedia Group Inc 155.00 USD 2025-01-17 Call
 

Master data

WKN: JL5U14
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.70
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.40
Parity: -4.14
Time value: 0.28
Break-even: 145.61
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.76
Spread abs.: 0.08
Spread %: 42.86%
Delta: 0.19
Theta: -0.02
Omega: 6.85
Rho: 0.10
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -83.61%
3 Months
  -85.92%
YTD
  -92.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 1.230 0.220
6M High / 6M Low: 2.800 0.220
High (YTD): 2024-02-08 2.740
Low (YTD): 2024-05-28 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.567
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.31%
Volatility 6M:   144.08%
Volatility 1Y:   -
Volatility 3Y:   -