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JP Morgan Call 175 A 17.01.2025/  DE000JL6H0D3  /

EUWAX
7/10/2024  10:45:40 AM Chg.-0.009 Bid5:21:52 PM Ask5:21:52 PM Underlying Strike price Expiration date Option type
0.069EUR -11.54% 0.080
Bid Size: 50,000		 0.120
Ask Size: 50,000		 Agilent Technologies 175.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -5.90
Time value: 0.22
Break-even: 177.20
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.25
Spread abs.: 0.15
Spread %: 214.29%
Delta: 0.14
Theta: -0.02
Omega: 7.19
Rho: 0.07
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.21%
1 Month
  -46.92%
3 Months
  -89.05%
YTD
  -90.42%
1 Year
  -82.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.074
1M High / 1M Low: 0.150 0.074
6M High / 6M Low: 0.740 0.074
High (YTD): 5/16/2024 0.740
Low (YTD): 7/5/2024 0.074
52W High: 12/20/2023 0.750
52W Low: 7/5/2024 0.074
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   182.39%
Volatility 6M:   202.68%
Volatility 1Y:   176.66%
Volatility 3Y:   -