JP Morgan Call 170 EXPE 21.06.2024
/ DE000JB5SGH0
JP Morgan Call 170 EXPE 21.06.202.../ DE000JB5SGH0 /
| 2024-05-02 8:27:46 AM |
Chg.-0.013 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-11.82% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB5SGH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.39 |
| Parity: |
-3.44 |
| Time value: |
0.18 |
| Break-even: |
160.43 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
5.47 |
| Spread abs.: |
0.08 |
| Spread %: |
80.00% |
| Delta: |
0.15 |
| Theta: |
-0.06 |
| Omega: |
10.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.00% |
| 1 Month |
|
|
-19.17% |
| 3 Months |
|
|
-89.10% |
| YTD |
|
|
-90.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.150 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.000 |
| Low (YTD): |
2024-04-19 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
