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JP Morgan Call 135 A 21.06.2024/  DE000JL97068  /

EUWAX
6/17/2024  8:30:59 AM Chg.-0.020 Bid6:47:30 PM Ask6:47:30 PM Underlying Strike price Expiration date Option type
0.011EUR -64.52% 0.019
Bid Size: 30,000		 0.039
Ask Size: 30,000		 Agilent Technologies 135.00 USD 6/21/2024 Call
 

Master data

WKN: JL9706
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 6/21/2024
Issue date: 8/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 121.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -0.48
Time value: 0.10
Break-even: 127.14
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 70.50
Spread abs.: 0.09
Spread %: 669.23%
Delta: 0.25
Theta: -0.27
Omega: 30.78
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.54%
1 Month
  -99.42%
3 Months
  -99.25%
YTD
  -99.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.031
1M High / 1M Low: 1.910 0.031
6M High / 6M Low: 1.910 0.031
High (YTD): 5/21/2024 1.910
Low (YTD): 6/14/2024 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.803
Avg. volume 1M:   0.000
Avg. price 6M:   1.066
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.38%
Volatility 6M:   257.59%
Volatility 1Y:   -
Volatility 3Y:   -