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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
2024-06-24  10:26:28 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.430EUR +4.88% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 155.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.45
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -3.03
Time value: 0.51
Break-even: 160.10
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.55
Spread abs.: 0.08
Spread %: 18.60%
Delta: 0.28
Theta: -0.03
Omega: 6.79
Rho: 0.17
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month
  -66.92%
3 Months
  -66.67%
YTD
  -66.92%
1 Year
  -43.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 1.260 0.320
6M High / 6M Low: 1.530 0.320
High (YTD): 2024-05-16 1.530
Low (YTD): 2024-06-17 0.320
52W High: 2024-05-16 1.530
52W Low: 2024-06-17 0.320
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.855
Avg. volume 1Y:   0.000
Volatility 1M:   261.16%
Volatility 6M:   158.19%
Volatility 1Y:   144.44%
Volatility 3Y:   -