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JP Morgan Call 145 A 17.01.2025/  DE000JL6BVQ2  /

EUWAX
2024-07-24  10:36:19 AM Chg.- Bid8:38:01 AM Ask8:38:01 AM Underlying Strike price Expiration date Option type
0.530EUR - 0.710
Bid Size: 3,000		 0.800
Ask Size: 3,000		 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: 15.47
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -2.12
Time value: 0.80
Break-even: 153.00
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.55
Spread abs.: 0.09
Spread %: 12.68%
Delta: 0.37
Theta: -0.04
Omega: 5.74
Rho: 0.18
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.06%
1 Month
  -32.05%
3 Months
  -53.91%
YTD
  -68.82%
1 Year
  -61.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.530
1M High / 1M Low: 0.780 0.410
6M High / 6M Low: 2.070 0.410
High (YTD): 2024-05-16 2.070
Low (YTD): 2024-07-10 0.410
52W High: 2024-05-16 2.070
52W Low: 2024-07-10 0.410
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   1.226
Avg. volume 6M:   0.000
Avg. price 1Y:   1.131
Avg. volume 1Y:   0.000
Volatility 1M:   209.51%
Volatility 6M:   159.95%
Volatility 1Y:   140.70%
Volatility 3Y:   -