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JP Morgan Call 125 A 17.01.2025/  DE000JL6BW57  /

EUWAX
2024-06-17  10:43:04 AM Chg.-0.02 Bid4:34:20 PM Ask4:34:20 PM Underlying Strike price Expiration date Option type
1.44EUR -1.37% 1.49
Bid Size: 75,000		 1.51
Ask Size: 75,000		 Agilent Technologies 125.00 - 2025-01-17 Call
 

Master data

WKN: JL6BW5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.93
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -0.37
Time value: 1.53
Break-even: 140.30
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 4.79%
Delta: 0.55
Theta: -0.04
Omega: 4.40
Rho: 0.30
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month
  -57.40%
3 Months
  -50.17%
YTD
  -47.06%
1 Year
  -24.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.46
1M High / 1M Low: 3.39 1.46
6M High / 6M Low: 3.39 1.46
High (YTD): 2024-05-21 3.39
Low (YTD): 2024-06-14 1.46
52W High: 2024-05-21 3.39
52W Low: 2023-10-30 0.88
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   2.06
Avg. volume 1Y:   0.00
Volatility 1M:   157.93%
Volatility 6M:   102.93%
Volatility 1Y:   101.00%
Volatility 3Y:   -