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JP Morgan Call 135 A 21.06.2024/  DE000JL97068  /

EUWAX
2024-06-07  8:33:35 AM Chg.-0.040 Bid7:34:48 PM Ask7:34:48 PM Underlying Strike price Expiration date Option type
0.150EUR -21.05% 0.130
Bid Size: 75,000		 0.150
Ask Size: 75,000		 Agilent Technologies 135.00 USD 2024-06-21 Call
 

Master data

WKN: JL9706
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.97
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.20
Time value: 0.20
Break-even: 125.95
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.32
Spread abs.: 0.05
Spread %: 33.33%
Delta: 0.41
Theta: -0.10
Omega: 24.95
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -83.70%
3 Months
  -89.73%
YTD
  -89.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.120
1M High / 1M Low: 1.910 0.120
6M High / 6M Low: 1.910 0.120
High (YTD): 2024-05-21 1.910
Low (YTD): 2024-06-05 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   1.167
Avg. volume 1M:   0.000
Avg. price 6M:   1.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.70%
Volatility 6M:   242.78%
Volatility 1Y:   -
Volatility 3Y:   -