JP Morgan Call 115 A 17.01.2025
/ DE000JL63C81
JP Morgan Call 115 A 17.01.2025/ DE000JL63C81 /
| 7/1/2024 11:22:04 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
115.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL63C8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/30/2023 |
| Last trading day: |
7/2/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
0.14 |
| Time value: |
1.77 |
| Break-even: |
134.10 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
3.80% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.70 |
| Rho: |
0.27 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-11.40% |
| 3 Months |
|
|
-41.28% |
| YTD |
|
|
-39.16% |
| 1 Year |
|
|
-9.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.46 |
2.02 |
| 6M High / 6M Low: |
4.17 |
2.02 |
| High (YTD): |
5/17/2024 |
4.17 |
| Low (YTD): |
7/1/2024 |
2.02 |
| 52W High: |
5/17/2024 |
4.17 |
| 52W Low: |
11/1/2023 |
1.25 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.52% |
| Volatility 6M: |
|
91.35% |
| Volatility 1Y: |
|
91.89% |
| Volatility 3Y: |
|
- |
