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JP Morgan Call 125 A 17.01.2025/  DE000JL6BW57  /

EUWAX
9/26/2024  10:43:51 AM Chg.-0.12 Bid3:36:01 PM Ask3:36:01 PM Underlying Strike price Expiration date Option type
1.74EUR -6.45% 1.88
Bid Size: 3,000		 1.94
Ask Size: 3,000		 Agilent Technologies 125.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.16
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.03
Implied volatility: 0.61
Historic volatility: 0.24
Parity: 0.03
Time value: 1.72
Break-even: 142.50
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 2.94%
Delta: 0.58
Theta: -0.08
Omega: 4.16
Rho: 0.17
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.79%
1 Month
  -9.38%
3 Months
  -2.79%
YTD
  -36.03%
1 Year  
+30.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.75
1M High / 1M Low: 2.07 1.58
6M High / 6M Low: 3.39 1.12
High (YTD): 5/21/2024 3.39
Low (YTD): 7/10/2024 1.12
52W High: 5/21/2024 3.39
52W Low: 10/30/2023 0.88
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.02
Avg. volume 1Y:   0.00
Volatility 1M:   80.68%
Volatility 6M:   121.56%
Volatility 1Y:   110.09%
Volatility 3Y:   -