JP Morgan Call 130 A 17.01.2025/  DE000JL67ZQ5  /

EUWAX
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:   -