JP Morgan Call 120 A 17.01.2025
/ DE000JL7F0Y0
JP Morgan Call 120 A 17.01.2025/ DE000JL7F0Y0 /
| 20/06/2024 10:46:41 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
120.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL7F0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.25 |
| Parity: |
-0.33 |
| Time value: |
2.09 |
| Break-even: |
140.90 |
| Moneyness: |
0.97 |
| Premium: |
0.21 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.06 |
| Spread %: |
2.96% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
3.26 |
| Rho: |
0.25 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.59% |
| 3 Months |
|
|
-34.42% |
| YTD |
|
|
-32.89% |
| 1 Year |
|
|
+2.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.03 |
1.74 |
| 6M High / 6M Low: |
3.77 |
1.74 |
| High (YTD): |
21/05/2024 |
3.77 |
| Low (YTD): |
17/06/2024 |
1.74 |
| 52W High: |
21/05/2024 |
3.77 |
| 52W Low: |
30/10/2023 |
1.03 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.06% |
| Volatility 6M: |
|
98.77% |
| Volatility 1Y: |
|
96.38% |
| Volatility 3Y: |
|
- |
