JP Morgan Call 130 A 16.01.2026
/ DE000JT43UY4
JP Morgan Call 130 A 16.01.2026/ DE000JT43UY4 /
| 2024-10-10 11:27:42 AM |
Chg.+0.02 |
Bid5:13:25 PM |
Ask5:13:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+0.69% |
2.88
Bid Size: 50,000 |
2.93
Ask Size: 50,000 |
Agilent Technologies |
130.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JT43UY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
1.35 |
| Time value: |
1.71 |
| Break-even: |
149.41 |
| Moneyness: |
1.11 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
5.15% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.81 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+15.54% |
| 3 Months |
|
|
+46.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.84 |
| 1M High / 1M Low: |
3.10 |
2.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
