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.- |
Bid12:15:53 |
Ask12:15:53 |
Underlying |
Strike price |
Expiration date |
Option type |
1.74EUR |
- |
1.77 Bid Size: 3,000 |
1.82 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: |
7.23 |
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: |
|
- |