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JP Morgan Call 155 A 17.01.2025/  DE000JL5K6H7  /

EUWAX
20/09/2024  10:39:18 Chg.+0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.380EUR +8.57% -
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: 33.02
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -2.95
Time value: 0.38
Break-even: 158.80
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 1.07
Spread abs.: 0.06
Spread %: 18.75%
Delta: 0.24
Theta: -0.04
Omega: 7.90
Rho: 0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.03%
1 Month
  -29.63%
3 Months
  -7.32%
YTD
  -70.77%
1 Year
  -28.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.540 0.290
6M High / 6M Low: 1.530 0.230
High (YTD): 16/05/2024 1.530
Low (YTD): 10/07/2024 0.230
52W High: 16/05/2024 1.530
52W Low: 10/07/2024 0.230
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   130.52%
Volatility 6M:   194.96%
Volatility 1Y:   165.24%
Volatility 3Y:   -