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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
2024-07-24  10:35:20 AM Chg.-0.080 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.300EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 155.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.37
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -3.46
Time value: 0.41
Break-even: 159.10
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.78
Spread abs.: 0.10
Spread %: 32.26%
Delta: 0.24
Theta: -0.03
Omega: 7.01
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -36.17%
3 Months
  -61.54%
YTD
  -76.92%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 1.530 0.230
High (YTD): 2024-05-16 1.530
Low (YTD): 2024-07-10 0.230
52W High: 2024-05-16 1.530
52W Low: 2024-07-10 0.230
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.861
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   236.29%
Volatility 6M:   179.54%
Volatility 1Y:   156.02%
Volatility 3Y:   -