OverviewChartNewsTraderScreen

JP Morgan Call 155 A 21.06.2024/  DE000JL970A1  /

EUWAX
2024-05-23  1:06:29 PM Chg.-0.030 Bid7:09:42 PM Ask7:09:42 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.360
Bid Size: 50,000		 0.380
Ask Size: 50,000		 Agilent Technologies 155.00 USD 2024-06-21 Call
 

Master data

WKN: JL970A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 155.00 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: 31.85
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.20
Time value: 0.44
Break-even: 147.62
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.75
Spread abs.: 0.06
Spread %: 14.29%
Delta: 0.47
Theta: -0.09
Omega: 15.00
Rho: 0.05
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.75%
1 Month  
+346.81%
3 Months  
+75.00%
YTD
  -22.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.530 0.094
6M High / 6M Low: 0.680 0.089
High (YTD): 2024-03-08 0.680
Low (YTD): 2024-04-19 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   435.47%
Volatility 6M:   298.81%
Volatility 1Y:   -
Volatility 3Y:   -