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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
02/08/2024  10:27:53 Chg.+0.040 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.690EUR +6.15% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 155.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.95
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -2.76
Time value: 0.71
Break-even: 162.10
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.69
Spread abs.: 0.09
Spread %: 14.52%
Delta: 0.33
Theta: -0.04
Omega: 5.89
Rho: 0.16
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+176.00%
3 Months
  -13.75%
YTD
  -46.92%
1 Year
  -32.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.520
1M High / 1M Low: 0.690 0.230
6M High / 6M Low: 1.530 0.230
High (YTD): 16/05/2024 1.530
Low (YTD): 10/07/2024 0.230
52W High: 16/05/2024 1.530
52W Low: 10/07/2024 0.230
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.841
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   249.95%
Volatility 6M:   190.23%
Volatility 1Y:   159.95%
Volatility 3Y:   -