JP Morgan Call 200 A 16.01.2026
/ DE000JT15V06
JP Morgan Call 200 A 16.01.2026/ DE000JT15V06 /
9/6/2024 10:15:47 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
200.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JT15V0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
6/24/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-5.67 |
Time value: |
0.58 |
Break-even: |
186.19 |
Moneyness: |
0.69 |
Premium: |
0.50 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.18 |
Spread %: |
45.45% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
5.31 |
Rho: |
0.34 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.440 |
1M High / 1M Low: |
0.570 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |