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JP Morgan Call 130 A 17.01.2025/  DE000JL67ZQ5  /

EUWAX
9/25/2024  10:43:56 AM Chg.+0.11 Bid4:37:28 PM Ask4:37:28 PM Underlying Strike price Expiration date Option type
1.52EUR +7.80% 1.50
Bid Size: 50,000		 1.52
Ask Size: 50,000		 Agilent Technologies 130.00 - 1/17/2025 Call
 

Master data

WKN: JL67ZQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -0.32
Time value: 1.58
Break-even: 145.80
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 3.27%
Delta: 0.55
Theta: -0.08
Omega: 4.40
Rho: 0.17
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.59%
1 Month
  -4.40%
3 Months  
+2.01%
YTD
  -37.70%
1 Year  
+32.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.35
1M High / 1M Low: 1.72 1.27
6M High / 6M Low: 3.03 0.89
High (YTD): 5/16/2024 3.03
Low (YTD): 7/10/2024 0.89
52W High: 5/16/2024 3.03
52W Low: 10/30/2023 0.74
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   86.98%
Volatility 6M:   133.60%
Volatility 1Y:   118.99%
Volatility 3Y:   -