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JP Morgan Call 145 A 17.01.2025/  DE000JL6BVQ2  /

EUWAX
2024-12-20  10:41:51 AM Chg.-0.017 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.071EUR -19.32% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 145.00 - 2025-01-17 Call
 

Master data

WKN: JL6BVQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -1.60
Time value: 0.14
Break-even: 146.40
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 4.54
Spread abs.: 0.05
Spread %: 62.79%
Delta: 0.18
Theta: -0.08
Omega: 16.53
Rho: 0.02
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.10%
1 Month
  -67.73%
3 Months
  -90.14%
YTD
  -95.82%
1 Year
  -95.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.071
1M High / 1M Low: 0.450 0.071
6M High / 6M Low: 1.080 0.071
High (YTD): 2024-05-16 2.070
Low (YTD): 2024-12-20 0.071
52W High: 2024-05-16 2.070
52W Low: 2024-12-20 0.071
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.967
Avg. volume 1Y:   0.000
Volatility 1M:   502.96%
Volatility 6M:   339.90%
Volatility 1Y:   258.69%
Volatility 3Y:   -