JP Morgan Call 125 A 17.01.2025
/ DE000JL6BW57
JP Morgan Call 125 A 17.01.2025/ DE000JL6BW57 /
| 2024-05-23 2:29:52 PM |
Chg.-0.02 |
Bid6:24:05 PM |
Ask6:24:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
-0.60% |
3.21
Bid Size: 50,000 |
3.24
Ask Size: 50,000 |
Agilent Technologies |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL6BW5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
1.62 |
| Time value: |
1.76 |
| Break-even: |
158.80 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
3.05% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
2.97 |
| Rho: |
0.44 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.95% |
| 1 Month |
|
|
+64.50% |
| 3 Months |
|
|
+55.92% |
| YTD |
|
|
+20.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
3.31 |
| 1M High / 1M Low: |
3.39 |
2.00 |
| 6M High / 6M Low: |
3.39 |
1.84 |
| High (YTD): |
2024-05-21 |
3.39 |
| Low (YTD): |
2024-04-19 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.00% |
| Volatility 6M: |
|
83.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
