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JP Morgan Call 130 A 17.01.2025/  DE000JL67ZQ5  /

EUWAX
15/08/2024  10:39:49 Chg.- Bid09:12:42 Ask09:12:42 Underlying Strike price Expiration date Option type
1.44EUR - 1.70
Bid Size: 3,000		 1.76
Ask Size: 3,000		 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: 7.29
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.25
Parity: -0.25
Time value: 1.75
Break-even: 147.50
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.06
Spread %: 3.55%
Delta: 0.56
Theta: -0.06
Omega: 4.11
Rho: 0.23
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+23.08%
3 Months
  -52.48%
YTD
  -40.98%
1 Year
  -17.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.44
1M High / 1M Low: 1.88 1.11
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:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.92
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   173.82%
Volatility 6M:   135.09%
Volatility 1Y:   118.44%
Volatility 3Y:   -