JP Morgan Call 115 A 17.01.2025
/ DE000JL63C81
JP Morgan Call 115 A 17.01.2025/ DE000JL63C81 /
| 2024-05-27 11:30:43 AM |
Chg.- |
Bid9:07:26 AM |
Ask9:07:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
- |
3.81
Bid Size: 2,000 |
3.91
Ask Size: 2,000 |
Agilent Technologies |
115.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL63C8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
2.39 |
| Time value: |
1.54 |
| Break-even: |
154.30 |
| Moneyness: |
1.21 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
2.61% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
2.66 |
| Rho: |
0.42 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.14% |
| 1 Month |
|
|
+36.43% |
| 3 Months |
|
|
+19.75% |
| YTD |
|
|
+15.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.82 |
| 1M High / 1M Low: |
4.17 |
2.90 |
| 6M High / 6M Low: |
4.17 |
2.41 |
| High (YTD): |
2024-05-17 |
4.17 |
| Low (YTD): |
2024-04-19 |
2.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.50% |
| Volatility 6M: |
|
76.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
