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JP Morgan Call 145 A 17.01.2025/  DE000JL6BVQ2  /

EUWAX
9/20/2024  10:39:55 AM Chg.+0.050 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.720EUR +7.46% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 145.00 - 1/17/2025 Call
 

Master data

WKN: JL6BVQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.19
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -1.95
Time value: 0.69
Break-even: 151.90
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 7.81%
Delta: 0.35
Theta: -0.06
Omega: 6.44
Rho: 0.12
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -21.74%
3 Months  
+4.35%
YTD
  -57.65%
1 Year
  -2.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.580
1M High / 1M Low: 0.920 0.560
6M High / 6M Low: 2.070 0.410
High (YTD): 5/16/2024 2.070
Low (YTD): 7/10/2024 0.410
52W High: 5/16/2024 2.070
52W Low: 7/10/2024 0.410
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   1.075
Avg. volume 1Y:   0.000
Volatility 1M:   117.58%
Volatility 6M:   172.64%
Volatility 1Y:   148.26%
Volatility 3Y:   -