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JP Morgan Call 205 A 17.01.2025/  DE000JL80LP0  /

EUWAX
2024-05-27  12:58:29 PM Chg.-0.010 Bid2:51:17 PM Ask2:51:17 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 1,000		 0.340
Ask Size: 1,000		 Agilent Technologies 205.00 USD 2025-01-17 Call
 

Master data

WKN: JL80LP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.95
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -5.01
Time value: 0.27
Break-even: 191.67
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.65
Spread abs.: 0.14
Spread %: 107.14%
Delta: 0.16
Theta: -0.02
Omega: 8.35
Rho: 0.13
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month  
+81.82%
3 Months  
+7.69%
YTD
  -48.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.200 0.076
6M High / 6M Low: 0.300 0.068
High (YTD): 2024-01-02 0.290
Low (YTD): 2024-04-23 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.53%
Volatility 6M:   201.07%
Volatility 1Y:   -
Volatility 3Y:   -