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JP Morgan Call 150 A 21.06.2024/  DE000JL97092  /

EUWAX
2024-05-23  1:06:29 PM Chg.-0.040 Bid9:46:45 PM Ask9:46:45 PM Underlying Strike price Expiration date Option type
0.670EUR -5.63% 0.530
Bid Size: 50,000		 0.550
Ask Size: 50,000		 Agilent Technologies 150.00 USD 2024-06-21 Call
 

Master data

WKN: JL9709
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 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: 19.61
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.27
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.27
Time value: 0.45
Break-even: 145.77
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 0.06
Spread %: 9.09%
Delta: 0.61
Theta: -0.10
Omega: 11.90
Rho: 0.06
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.19%
1 Month  
+318.75%
3 Months  
+103.03%
YTD
  -4.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.710
1M High / 1M Low: 0.790 0.160
6M High / 6M Low: 0.900 0.150
High (YTD): 2024-03-08 0.900
Low (YTD): 2024-04-19 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.473
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   374.94%
Volatility 6M:   268.74%
Volatility 1Y:   -
Volatility 3Y:   -