JP Morgan Call 105 A 17.01.2025
/ DE000JB544H1
JP Morgan Call 105 A 17.01.2025/ DE000JB544H1 /
| 2024-05-20 9:15:08 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
105.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB544H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.25 |
| Parity: |
1.63 |
| Time value: |
3.32 |
| Break-even: |
154.50 |
| Moneyness: |
1.16 |
| Premium: |
0.27 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.20% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
1.81 |
| Rho: |
0.24 |
Quote data
| Open: |
4.95 |
| High: |
4.95 |
| Low: |
4.95 |
| Previous Close: |
4.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.20% |
| 3 Months |
|
|
+14.85% |
| YTD |
|
|
+23.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.97 |
4.95 |
| 6M High / 6M Low: |
4.97 |
3.07 |
| High (YTD): |
2024-05-17 |
4.97 |
| Low (YTD): |
2024-01-17 |
3.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6.75% |
| Volatility 6M: |
|
67.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
