JP Morgan Call 115 A 17.01.2025
/ DE000JL63C81
JP Morgan Call 115 A 17.01.2025/ DE000JL63C81 /
| 24/06/2024 11:00:01 |
Chg.+0.06 |
Bid16:14:08 |
Ask16:14:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+2.63% |
2.53
Bid Size: 50,000 |
2.55
Ask Size: 50,000 |
Agilent Technologies |
115.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL63C8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
30/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.97 |
| Time value: |
1.44 |
| Break-even: |
139.10 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
3.43% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.50 |
| Rho: |
0.34 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-39.38% |
| 3 Months |
|
|
-38.58% |
| YTD |
|
|
-29.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.07 |
| 1M High / 1M Low: |
3.86 |
2.07 |
| 6M High / 6M Low: |
4.17 |
2.07 |
| High (YTD): |
17/05/2024 |
4.17 |
| Low (YTD): |
17/06/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.70% |
| Volatility 6M: |
|
91.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
