OverviewChartNewsTraderScreen

JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
20/06/2024  10:45:45 Chg.-0.010 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.440EUR -2.22% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 155.00 - 17/01/2025 Call
 

Master data

WKN: JL5K6H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.68
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -2.95
Time value: 0.53
Break-even: 160.30
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.53
Spread abs.: 0.10
Spread %: 23.26%
Delta: 0.29
Theta: -0.03
Omega: 6.76
Rho: 0.18
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -70.67%
3 Months
  -66.41%
YTD
  -66.15%
1 Year
  -39.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.320
1M High / 1M Low: 1.500 0.320
6M High / 6M Low: 1.530 0.320
High (YTD): 16/05/2024 1.530
Low (YTD): 17/06/2024 0.320
52W High: 16/05/2024 1.530
52W Low: 17/06/2024 0.320
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   0.986
Avg. volume 6M:   0.000
Avg. price 1Y:   0.857
Avg. volume 1Y:   0.000
Volatility 1M:   247.30%
Volatility 6M:   156.55%
Volatility 1Y:   144.11%
Volatility 3Y:   -