JP Morgan Call 170 EXPE 18.10.2024
/ DE000JK6KCV4
JP Morgan Call 170 EXPE 18.10.202.../ DE000JK6KCV4 /
| 2024-05-02 9:36:40 AM |
Chg.-0.020 |
Bid6:04:50 PM |
Ask6:04:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-4.08% |
0.430
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
Expedia Group Inc |
170.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK6KCV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-3.44 |
| Time value: |
0.53 |
| Break-even: |
163.93 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.08 |
| Spread %: |
17.78% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
6.34 |
| Rho: |
0.13 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.487 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
