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JP Morgan Call 165 A 17.01.2025/  DE000JL60EC5  /

EUWAX
2024-06-21  10:24:00 AM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 165.00 - 2025-01-17 Call
 

Master data

WKN: JL60EC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.61
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -4.04
Time value: 0.35
Break-even: 168.50
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.69
Spread abs.: 0.10
Spread %: 40.00%
Delta: 0.21
Theta: -0.03
Omega: 7.37
Rho: 0.13
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month
  -76.00%
3 Months
  -75.51%
YTD
  -75.26%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 1.000 0.180
6M High / 6M Low: 1.090 0.180
High (YTD): 2024-05-16 1.090
Low (YTD): 2024-06-17 0.180
52W High: 2024-05-16 1.090
52W Low: 2024-06-17 0.180
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   0.615
Avg. volume 1Y:   5.851
Volatility 1M:   276.75%
Volatility 6M:   177.40%
Volatility 1Y:   159.44%
Volatility 3Y:   -