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JP Morgan Call 140 A 17.01.2025/  DE000JL5K732  /

EUWAX
2024-06-24  10:26:28 AM Chg.- Bid9:40:03 AM Ask9:40:03 AM Underlying Strike price Expiration date Option type
0.910EUR - 0.980
Bid Size: 3,000		 1.050
Ask Size: 3,000		 Agilent Technologies 140.00 - 2025-01-17 Call
 

Master data

WKN: JL5K73
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.85
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -1.53
Time value: 0.97
Break-even: 149.70
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 7.78%
Delta: 0.43
Theta: -0.04
Omega: 5.49
Rho: 0.25
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.98%
1 Month
  -56.46%
3 Months
  -55.17%
YTD
  -52.85%
1 Year
  -22.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.820
1M High / 1M Low: 2.060 0.730
6M High / 6M Low: 2.370 0.730
High (YTD): 2024-05-16 2.370
Low (YTD): 2024-06-17 0.730
52W High: 2024-05-16 2.370
52W Low: 2023-10-30 0.530
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   1.022
Avg. volume 1M:   0.000
Avg. price 6M:   1.582
Avg. volume 6M:   0.000
Avg. price 1Y:   1.362
Avg. volume 1Y:   0.000
Volatility 1M:   216.94%
Volatility 6M:   131.03%
Volatility 1Y:   122.78%
Volatility 3Y:   -