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JP Morgan Call 215 A 17.01.2025/  DE000JL893E7  /

EUWAX
2024-05-27  10:42:46 AM Chg.-0.011 Bid11:04:35 AM Ask11:04:35 AM Underlying Strike price Expiration date Option type
0.085EUR -11.46% 0.085
Bid Size: 1,000		 0.390
Ask Size: 1,000		 Agilent Technologies 215.00 USD 2025-01-17 Call
 

Master data

WKN: JL893E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 215.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.90
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -5.93
Time value: 0.29
Break-even: 201.12
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.78
Spread abs.: 0.20
Spread %: 233.33%
Delta: 0.16
Theta: -0.02
Omega: 7.51
Rho: 0.12
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month  
+77.08%
3 Months
  -8.60%
YTD
  -57.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.096
1M High / 1M Low: 0.130 0.048
6M High / 6M Low: 0.210 0.044
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-04-23 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.65%
Volatility 6M:   199.11%
Volatility 1Y:   -
Volatility 3Y:   -