JP Morgan Call 125 A 17.01.2025
/ DE000JL6BW57
JP Morgan Call 125 A 17.01.2025/ DE000JL6BW57 /
| 10/11/2024 10:50:56 AM |
Chg.-0.12 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
125.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
6/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.25 |
| Parity: |
0.56 |
| Time value: |
1.65 |
| Break-even: |
147.10 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
2.79% |
| Delta: |
0.63 |
| Theta: |
-0.10 |
| Omega: |
3.71 |
| Rho: |
0.16 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.16% |
| 1 Month |
|
|
+19.28% |
| 3 Months |
|
|
+62.30% |
| YTD |
|
|
-27.21% |
| 1 Year |
|
|
+43.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.07 |
| 1M High / 1M Low: |
2.39 |
1.58 |
| 6M High / 6M Low: |
3.39 |
1.12 |
| High (YTD): |
5/21/2024 |
3.39 |
| Low (YTD): |
7/10/2024 |
1.12 |
| 52W High: |
5/21/2024 |
3.39 |
| 52W Low: |
10/30/2023 |
0.88 |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.79% |
| Volatility 6M: |
|
131.54% |
| Volatility 1Y: |
|
115.55% |
| Volatility 3Y: |
|
- |
