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JP Morgan Call 125 A 17.01.2025/  DE000JL6BW57  /

EUWAX
09/07/2024  10:46:10 Chg.-0.01 Bid18:49:54 Ask18:49:54 Underlying Strike price Expiration date Option type
1.17EUR -0.85% 1.11
Bid Size: 75,000		 1.13
Ask Size: 75,000		 Agilent Technologies 125.00 - 17/01/2025 Call
 

Master data

WKN: JL6BW5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -0.86
Time value: 1.22
Break-even: 137.20
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 5.17%
Delta: 0.50
Theta: -0.04
Omega: 4.75
Rho: 0.24
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -28.66%
3 Months
  -57.30%
YTD
  -56.99%
1 Year
  -32.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.18
1M High / 1M Low: 1.79 1.18
6M High / 6M Low: 3.39 1.18
High (YTD): 21/05/2024 3.39
Low (YTD): 08/07/2024 1.18
52W High: 21/05/2024 3.39
52W Low: 30/10/2023 0.88
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   2.04
Avg. volume 1Y:   0.00
Volatility 1M:   94.92%
Volatility 6M:   105.52%
Volatility 1Y:   102.69%
Volatility 3Y:   -