JP Morgan Call 130 A 17.01.2025
/ DE000JL67ZQ5
JP Morgan Call 130 A 17.01.2025/ DE000JL67ZQ5 /
| 2024-05-24 10:29:09 AM |
Chg.-0.19 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-6.48% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
130.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL67ZQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
0.89 |
| Time value: |
1.93 |
| Break-even: |
158.20 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
3.30% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
3.28 |
| Rho: |
0.42 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.27% |
| 1 Month |
|
|
+47.31% |
| 3 Months |
|
|
+50.55% |
| YTD |
|
|
+12.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.74 |
| 1M High / 1M Low: |
3.03 |
1.86 |
| 6M High / 6M Low: |
3.03 |
1.62 |
| High (YTD): |
2024-05-16 |
3.03 |
| Low (YTD): |
2024-04-19 |
1.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.40% |
| Volatility 6M: |
|
90.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
