JP Morgan Call 125 A 21.02.2025
/ DE000JT3QGS6
JP Morgan Call 125 A 21.02.2025/ DE000JT3QGS6 /
| 2024-11-12 9:28:58 AM |
Chg.- |
Bid9:25:57 AM |
Ask9:25:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
1.36
Bid Size: 3,000 |
1.41
Ask Size: 3,000 |
Agilent Technologies |
125.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT3QGS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-03 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.83 |
| Time value: |
0.60 |
| Break-even: |
131.53 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
3.62% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
6.10 |
| Rho: |
0.20 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.51% |
| 1 Month |
|
|
-33.97% |
| 3 Months |
|
|
-26.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.38 |
| 1M High / 1M Low: |
2.22 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
