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JP Morgan Call 150 A 17.05.2024/  DE000JB1UGJ1  /

EUWAX
2024-05-13  12:48:24 PM Chg.+0.118 Bid9:42:29 PM Ask9:42:29 PM Underlying Strike price Expiration date Option type
0.180EUR +190.32% 0.087
Bid Size: 50,000		 0.100
Ask Size: 50,000		 Agilent Technologies 150.00 USD 2024-05-17 Call
 

Master data

WKN: JB1UGJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-05-17
Issue date: 2023-09-19
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.48
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -0.02
Time value: 0.26
Break-even: 141.87
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 5.26
Spread abs.: 0.06
Spread %: 30.00%
Delta: 0.50
Theta: -0.34
Omega: 26.74
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1025.00%
1 Month
  -37.93%
3 Months
  -28.00%
YTD
  -67.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.016
1M High / 1M Low: 0.170 0.016
6M High / 6M Low: 0.670 0.016
High (YTD): 2024-03-08 0.670
Low (YTD): 2024-05-06 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   911.54%
Volatility 6M:   430.03%
Volatility 1Y:   -
Volatility 3Y:   -