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JP Morgan Call 135 A 17.01.2025/  DE000JL60G07  /

EUWAX
2024-06-20  10:46:00 AM Chg.-0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.16EUR -0.85% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 135.00 - 2025-01-17 Call
 

Master data

WKN: JL60G0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.12
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.95
Time value: 1.24
Break-even: 147.40
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.10
Spread %: 8.77%
Delta: 0.49
Theta: -0.04
Omega: 4.98
Rho: 0.29
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.11%
1 Month
  -56.72%
3 Months
  -50.43%
YTD
  -46.54%
1 Year
  -12.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 0.93
1M High / 1M Low: 2.68 0.93
6M High / 6M Low: 2.69 0.93
High (YTD): 2024-05-16 2.69
Low (YTD): 2024-06-17 0.93
52W High: 2024-05-16 2.69
52W Low: 2023-10-30 0.63
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   190.41%
Volatility 6M:   120.82%
Volatility 1Y:   115.04%
Volatility 3Y:   -