JP Morgan Call 140 EXPE 17.04.2025
/ DE000JT7WNE1
JP Morgan Call 140 EXPE 17.04.202.../ DE000JT7WNE1 /
1/24/2025 8:46:27 AM |
Chg.+0.29 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.81EUR |
+8.24% |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
140.00 USD |
4/17/2025 |
Call |
Master data
WKN: |
JT7WNE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
4/17/2025 |
Issue date: |
8/20/2024 |
Last trading day: |
4/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.71 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.51 |
Historic volatility: |
0.35 |
Parity: |
3.54 |
Time value: |
0.39 |
Break-even: |
173.71 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.08 |
Spread %: |
2.08% |
Delta: |
0.87 |
Theta: |
-0.06 |
Omega: |
3.75 |
Rho: |
0.25 |
Quote data
Open: |
3.81 |
High: |
3.81 |
Low: |
3.81 |
Previous Close: |
3.52 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.95% |
1 Month |
|
|
-20.79% |
3 Months |
|
|
+37.05% |
YTD |
|
|
-20.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
5.01 |
3.52 |
1M High / 1M Low: |
5.08 |
3.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/17/2025 |
5.01 |
Low (YTD): |
1/23/2025 |
3.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |