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JP Morgan Call 165 A 17.01.2025/  DE000JL60EC5  /

EUWAX
31/07/2024  10:42:03 Chg.+0.070 Bid18:36:50 Ask18:36:50 Underlying Strike price Expiration date Option type
0.380EUR +22.58% 0.440
Bid Size: 50,000		 0.460
Ask Size: 50,000		 Agilent Technologies 165.00 - 17/01/2025 Call
 

Master data

WKN: JL60EC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.04
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -3.60
Time value: 0.46
Break-even: 169.60
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.80
Spread abs.: 0.10
Spread %: 27.78%
Delta: 0.25
Theta: -0.04
Omega: 6.91
Rho: 0.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+123.53%
1 Month  
+100.00%
3 Months
  -33.33%
YTD
  -60.82%
1 Year
  -39.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.170
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: 1.090 0.130
High (YTD): 16/05/2024 1.090
Low (YTD): 10/07/2024 0.130
52W High: 16/05/2024 1.090
52W Low: 10/07/2024 0.130
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   5.851
Volatility 1M:   284.52%
Volatility 6M:   209.06%
Volatility 1Y:   176.66%
Volatility 3Y:   -