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JP Morgan Call 150 A 17.01.2025/  DE000JL667U1  /

EUWAX
20/09/2024  10:39:45 Chg.+0.040 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.530EUR +8.16% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 150.00 - 17/01/2025 Call
 

Master data

WKN: JL667U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.61
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -2.45
Time value: 0.51
Break-even: 155.10
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.93
Spread abs.: 0.05
Spread %: 10.87%
Delta: 0.29
Theta: -0.05
Omega: 7.20
Rho: 0.10
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.27%
1 Month
  -25.35%
3 Months
  -1.85%
YTD
  -64.43%
1 Year
  -15.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.420
1M High / 1M Low: 0.710 0.410
6M High / 6M Low: 1.790 0.310
High (YTD): 16/05/2024 1.790
Low (YTD): 10/07/2024 0.310
52W High: 16/05/2024 1.790
52W Low: 10/07/2024 0.310
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.818
Avg. volume 6M:   0.000
Avg. price 1Y:   0.902
Avg. volume 1Y:   0.000
Volatility 1M:   122.47%
Volatility 6M:   184.33%
Volatility 1Y:   157.18%
Volatility 3Y:   -