JP Morgan Call 165 EXPE 21.06.2024
/ DE000JB6YHQ5
JP Morgan Call 165 EXPE 21.06.202.../ DE000JB6YHQ5 /
| 2024-05-03 10:56:25 AM |
Chg.-0.140 |
Bid5:09:54 PM |
Ask5:09:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-93.33% |
0.004
Bid Size: 15,000 |
0.044
Ask Size: 15,000 |
Expedia Group Inc |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6YHQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
-2.69 |
| Time value: |
0.21 |
| Break-even: |
155.88 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
3.65 |
| Spread abs.: |
0.07 |
| Spread %: |
50.00% |
| Delta: |
0.18 |
| Theta: |
-0.06 |
| Omega: |
10.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.44% |
| 1 Month |
|
|
-92.86% |
| 3 Months |
|
|
-99.02% |
| YTD |
|
|
-99.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.180 |
0.092 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.170 |
| Low (YTD): |
2024-04-19 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.163 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
