JP Morgan Call 130 A 17.01.2025
/ DE000JL67ZQ5
JP Morgan Call 130 A 17.01.2025/ DE000JL67ZQ5 /
| 09/10/2024 10:54:48 |
Chg.- |
Bid08:24:59 |
Ask08:24:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
130.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
14/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.25 |
| Parity: |
0.23 |
| Time value: |
1.60 |
| Break-even: |
148.30 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
2.81% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
4.31 |
| Rho: |
0.16 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.45% |
| 1 Month |
|
|
+25.18% |
| 3 Months |
|
|
+95.51% |
| YTD |
|
|
-28.69% |
| 1 Year |
|
|
+43.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.71 |
| 1M High / 1M Low: |
2.01 |
1.27 |
| 6M High / 6M Low: |
3.03 |
0.89 |
| High (YTD): |
16/05/2024 |
3.03 |
| Low (YTD): |
10/07/2024 |
0.89 |
| 52W High: |
16/05/2024 |
3.03 |
| 52W Low: |
30/10/2023 |
0.74 |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.12% |
| Volatility 6M: |
|
145.93% |
| Volatility 1Y: |
|
125.79% |
| Volatility 3Y: |
|
- |
