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JP Morgan Call 140 A 17.01.2025/  DE000JL5K732  /

EUWAX
10/09/2024  10:43:25 Chg.+0.010 Bid10:54:38 Ask10:54:38 Underlying Strike price Expiration date Option type
0.860EUR +1.18% 0.850
Bid Size: 3,000		 0.900
Ask Size: 3,000		 Agilent Technologies 140.00 - 17/01/2025 Call
 

Master data

WKN: JL5K73
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.75
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -1.49
Time value: 0.91
Break-even: 149.10
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 5.81%
Delta: 0.42
Theta: -0.06
Omega: 5.71
Rho: 0.15
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.63%
1 Month
  -22.52%
3 Months
  -2.27%
YTD
  -55.44%
1 Year
  -12.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.850
1M High / 1M Low: 1.170 0.850
6M High / 6M Low: 2.370 0.530
High (YTD): 16/05/2024 2.370
Low (YTD): 10/07/2024 0.530
52W High: 16/05/2024 2.370
52W Low: 10/07/2024 0.530
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   1.019
Avg. volume 1M:   0.000
Avg. price 6M:   1.310
Avg. volume 6M:   0.000
Avg. price 1Y:   1.276
Avg. volume 1Y:   0.000
Volatility 1M:   115.05%
Volatility 6M:   157.56%
Volatility 1Y:   138.52%
Volatility 3Y:   -