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JP Morgan Call 130 A 17.01.2025/  DE000JL67ZQ5  /

EUWAX
2024-12-20  10:41:47 AM Chg.-0.060 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.580EUR -9.38% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 130.00 - 2025-01-17 Call
 

Master data

WKN: JL67ZQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.43
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -0.10
Time value: 0.70
Break-even: 137.00
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 1.26
Spread abs.: 0.04
Spread %: 6.06%
Delta: 0.51
Theta: -0.14
Omega: 9.44
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.46%
1 Month
  -24.68%
3 Months
  -62.58%
YTD
  -76.23%
1 Year
  -76.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.580
1M High / 1M Low: 1.450 0.580
6M High / 6M Low: 2.010 0.480
High (YTD): 2024-05-16 3.030
Low (YTD): 2024-11-20 0.480
52W High: 2024-05-16 3.030
52W Low: 2024-11-20 0.480
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.995
Avg. volume 1M:   0.000
Avg. price 6M:   1.294
Avg. volume 6M:   0.000
Avg. price 1Y:   1.701
Avg. volume 1Y:   0.000
Volatility 1M:   262.87%
Volatility 6M:   207.75%
Volatility 1Y:   166.03%
Volatility 3Y:   -