JP Morgan Call 130 A 17.01.2025
/ DE000JL67ZQ5
JP Morgan Call 130 A 17.01.2025/ DE000JL67ZQ5 /
1/13/2025 10:54:06 AM |
Chg.+0.120 |
Bid3:32:43 PM |
Ask3:32:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+20.00% |
0.830 Bid Size: 2,000 |
0.920 Ask Size: 2,000 |
Agilent Technologies |
130.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
6/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.42 |
Implied volatility: |
1.10 |
Historic volatility: |
0.24 |
Parity: |
0.42 |
Time value: |
0.42 |
Break-even: |
138.40 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
15.56 |
Spread abs.: |
0.06 |
Spread %: |
7.69% |
Delta: |
0.63 |
Theta: |
-0.73 |
Omega: |
10.10 |
Rho: |
0.01 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-40.98% |
3 Months |
|
|
-55.56% |
YTD |
|
|
+12.50% |
1 Year |
|
|
-60.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.600 |
1M High / 1M Low: |
1.220 |
0.530 |
6M High / 6M Low: |
2.010 |
0.480 |
High (YTD): |
1/8/2025 |
0.810 |
Low (YTD): |
1/3/2025 |
0.530 |
52W High: |
5/16/2024 |
3.030 |
52W Low: |
11/20/2024 |
0.480 |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.738 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.265 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.638 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
193.76% |
Volatility 6M: |
|
210.79% |
Volatility 1Y: |
|
170.69% |
Volatility 3Y: |
|
- |