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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
7/31/2024  10:41:53 AM Chg.+0.100 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.620EUR +19.23% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 155.00 - 1/17/2025 Call
 

Master data

WKN: JL5K6H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.69
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -2.60
Time value: 0.69
Break-even: 161.90
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.63
Spread abs.: 0.09
Spread %: 15.00%
Delta: 0.33
Theta: -0.04
Omega: 6.16
Rho: 0.17
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.62%
1 Month  
+93.75%
3 Months
  -27.91%
YTD
  -52.31%
1 Year
  -30.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.420
1M High / 1M Low: 0.620 0.230
6M High / 6M Low: 1.530 0.230
High (YTD): 5/16/2024 1.530
Low (YTD): 7/10/2024 0.230
52W High: 5/16/2024 1.530
52W Low: 7/10/2024 0.230
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   263.40%
Volatility 6M:   190.62%
Volatility 1Y:   162.20%
Volatility 3Y:   -