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JP Morgan Call 160 A 17.01.2025/  DE000JL69PR0  /

EUWAX
2024-10-11  10:50:54 AM Chg.-0.050 Bid12:58:06 PM Ask12:58:06 PM Underlying Strike price Expiration date Option type
0.260EUR -16.13% 0.260
Bid Size: 3,000		 0.300
Ask Size: 3,000		 Agilent Technologies 160.00 - 2025-01-17 Call
 

Master data

WKN: JL69PR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.28
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -2.94
Time value: 0.37
Break-even: 163.70
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 1.32
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.23
Theta: -0.05
Omega: 8.25
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month  
+13.04%
3 Months  
+36.84%
YTD
  -76.99%
1 Year
  -43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.440 0.200
6M High / 6M Low: 1.300 0.170
High (YTD): 2024-05-16 1.300
Low (YTD): 2024-07-10 0.170
52W High: 2024-05-16 1.300
52W Low: 2024-07-10 0.170
Avg. price 1W:   0.335
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   377.97%
Volatility 6M:   251.96%
Volatility 1Y:   201.81%
Volatility 3Y:   -