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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
2024-09-26  10:43:25 AM Chg.- Bid9:55:42 AM Ask9:55:42 AM Underlying Strike price Expiration date Option type
0.320EUR - 0.540
Bid Size: 3,000		 0.590
Ask Size: 3,000		 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: 22.25
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -2.37
Time value: 0.59
Break-even: 160.90
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.94
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.31
Theta: -0.06
Omega: 6.96
Rho: 0.11
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -23.81%
3 Months
  -13.51%
YTD
  -75.38%
1 Year
  -40.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.490 0.290
6M High / 6M Low: 1.530 0.230
High (YTD): 2024-05-16 1.530
Low (YTD): 2024-07-10 0.230
52W High: 2024-05-16 1.530
52W Low: 2024-07-10 0.230
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   143.27%
Volatility 6M:   197.02%
Volatility 1Y:   166.77%
Volatility 3Y:   -