OverviewChartNewsTraderScreen

JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
2024-06-14  7:59:53 PM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.330EUR -15.38% -
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: 28.88
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -3.37
Time value: 0.42
Break-even: 159.20
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.09
Spread %: 27.27%
Delta: 0.25
Theta: -0.03
Omega: 7.08
Rho: 0.15
 

Quote data

Open: 0.320
High: 0.330
Low: 0.320
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month
  -78.43%
3 Months
  -74.02%
YTD
  -74.62%
1 Year
  -60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 1.530 0.330
6M High / 6M Low: 1.530 0.330
High (YTD): 2024-05-16 1.530
Low (YTD): 2024-06-14 0.330
52W High: 2024-05-16 1.530
52W Low: 2023-10-30 0.320
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   226.26%
Volatility 6M:   152.94%
Volatility 1Y:   142.34%
Volatility 3Y:   -