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JP Morgan Call 170 A 17.01.2025/  DE000JL6NWR3  /

EUWAX
2024-09-25  10:44:10 AM Chg.+0.017 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.110EUR +18.28% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 170.00 - 2025-01-17 Call
 

Master data

WKN: JL6NWR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -4.32
Time value: 0.19
Break-even: 171.90
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.65
Spread abs.: 0.08
Spread %: 72.73%
Delta: 0.14
Theta: -0.03
Omega: 9.25
Rho: 0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -35.29%
3 Months
  -45.00%
YTD
  -86.90%
1 Year
  -65.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.093
1M High / 1M Low: 0.180 0.092
6M High / 6M Low: 0.900 0.092
High (YTD): 2024-05-16 0.900
Low (YTD): 2024-09-13 0.092
52W High: 2024-05-16 0.900
52W Low: 2024-09-13 0.092
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   155.58%
Volatility 6M:   230.40%
Volatility 1Y:   191.73%
Volatility 3Y:   -