JP Morgan Call 175 A 17.01.2025
/ DE000JL6H0D3
JP Morgan Call 175 A 17.01.2025/ DE000JL6H0D3 /
10/09/2024 10:44:09 |
Chg.-0.002 |
Bid12:35:19 |
Ask12:35:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-2.33% |
0.084 Bid Size: 2,000 |
0.140 Ask Size: 2,000 |
Agilent Technologies |
175.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL6H0D |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
175.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
69.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.24 |
Parity: |
-4.99 |
Time value: |
0.18 |
Break-even: |
176.80 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
1.66 |
Spread abs.: |
0.10 |
Spread %: |
111.76% |
Delta: |
0.13 |
Theta: |
-0.03 |
Omega: |
8.78 |
Rho: |
0.05 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.086 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.64% |
1 Month |
|
|
-61.82% |
3 Months |
|
|
-35.38% |
YTD |
|
|
-88.33% |
1 Year |
|
|
-72.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.081 |
1M High / 1M Low: |
0.190 |
0.081 |
6M High / 6M Low: |
0.740 |
0.069 |
High (YTD): |
16/05/2024 |
0.740 |
Low (YTD): |
10/07/2024 |
0.069 |
52W High: |
20/12/2023 |
0.750 |
52W Low: |
10/07/2024 |
0.069 |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.307 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.359 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
181.15% |
Volatility 6M: |
|
243.22% |
Volatility 1Y: |
|
201.75% |
Volatility 3Y: |
|
- |