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JP Morgan Call 165 EXPE 17.01.202.../  DE000JL81XM0  /

EUWAX
2024-05-29  10:09:04 AM Chg.-0.010 Bid10:48:48 AM Ask10:48:48 AM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 2,000		 0.230
Ask Size: 2,000		 Expedia Group Inc 165.00 USD 2025-01-17 Call
 

Master data

WKN: JL81XM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.28
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -5.06
Time value: 0.24
Break-even: 154.46
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.93
Spread abs.: 0.10
Spread %: 71.43%
Delta: 0.16
Theta: -0.02
Omega: 6.70
Rho: 0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -86.02%
3 Months
  -88.50%
YTD
  -94.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.940 0.140
6M High / 6M Low: 2.380 0.140
High (YTD): 2024-02-08 2.320
Low (YTD): 2024-05-28 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   1.276
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.96%
Volatility 6M:   153.51%
Volatility 1Y:   -
Volatility 3Y:   -