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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
9/9/2024  10:36:11 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
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: 30.94
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -3.12
Time value: 0.40
Break-even: 159.00
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.02
Spread abs.: 0.06
Spread %: 17.65%
Delta: 0.24
Theta: -0.04
Omega: 7.47
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.91%
1 Month
  -39.66%
3 Months
  -14.63%
YTD
  -73.08%
1 Year
  -42.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.350
1M High / 1M Low: 0.580 0.350
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:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   135.68%
Volatility 6M:   193.45%
Volatility 1Y:   165.68%
Volatility 3Y:   -