JP Morgan Call 125 A 17.01.2025
/ DE000JL6BW57
JP Morgan Call 125 A 17.01.2025/ DE000JL6BW57 /
| 9/18/2024 10:44:24 AM |
Chg.-0.01 |
Bid12:12:24 PM |
Ask12:12:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-0.60% |
-
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: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
1.72 |
| Break-even: |
142.20 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
2.99% |
| Delta: |
0.58 |
| Theta: |
-0.07 |
| Omega: |
4.16 |
| Rho: |
0.18 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
-12.11% |
| 3 Months |
|
|
+7.05% |
| YTD |
|
|
-38.60% |
| 1 Year |
|
|
+18.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.58 |
| 1M High / 1M Low: |
2.10 |
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: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.86% |
| Volatility 6M: |
|
120.66% |
| Volatility 1Y: |
|
110.00% |
| Volatility 3Y: |
|
- |
