JP Morgan Call 110 A 17.01.2025
/ DE000JB17NV7
JP Morgan Call 110 A 17.01.2025/ DE000JB17NV7 /
| 2024-05-24 10:34:18 AM |
Chg.-0.19 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
110.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB17NV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
2.89 |
| Time value: |
1.44 |
| Break-even: |
153.30 |
| Moneyness: |
1.26 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
2.36% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
2.49 |
| Rho: |
0.42 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
+33.75% |
| 3 Months |
|
|
+41.81% |
| YTD |
|
|
+16.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.56 |
4.24 |
| 1M High / 1M Low: |
4.56 |
3.17 |
| 6M High / 6M Low: |
4.56 |
2.68 |
| High (YTD): |
2024-05-21 |
4.56 |
| Low (YTD): |
2024-01-17 |
2.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.74% |
| Volatility 6M: |
|
67.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
