JP Morgan Call 145 A 17.01.2025
/ DE000JL6BVQ2
JP Morgan Call 145 A 17.01.2025/ DE000JL6BVQ2 /
| 2024-05-27 10:34:56 AM |
Chg.-0.02 |
Bid7:56:54 AM |
Ask7:56:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-1.11% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
145.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL6BVQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
-0.61 |
| Time value: |
1.88 |
| Break-even: |
163.80 |
| Moneyness: |
0.96 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
5.03% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
4.07 |
| Rho: |
0.37 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.17% |
| 1 Month |
|
|
+58.93% |
| 3 Months |
|
|
+20.27% |
| YTD |
|
|
+4.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.78 |
| 1M High / 1M Low: |
2.07 |
1.16 |
| 6M High / 6M Low: |
2.07 |
0.95 |
| High (YTD): |
2024-05-16 |
2.07 |
| Low (YTD): |
2024-04-19 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.78% |
| Volatility 6M: |
|
111.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
