JP Morgan Call 120 A 17.01.2025
/ DE000JL7F0Y0
JP Morgan Call 120 A 17.01.2025/ DE000JL7F0Y0 /
| 2024-05-23 2:30:17 PM |
Chg.-0.03 |
Bid3:15:28 PM |
Ask3:15:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
-0.81% |
3.63
Bid Size: 2,000 |
3.71
Ask Size: 2,000 |
Agilent Technologies |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL7F0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
2.12 |
| Time value: |
1.63 |
| Break-even: |
157.50 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
2.74% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
2.78 |
| Rho: |
0.44 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
3.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.66% |
| 1 Month |
|
|
+58.44% |
| 3 Months |
|
|
+53.14% |
| YTD |
|
|
+21.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.69 |
| 1M High / 1M Low: |
3.77 |
2.31 |
| 6M High / 6M Low: |
3.77 |
2.08 |
| High (YTD): |
2024-05-21 |
3.77 |
| Low (YTD): |
2024-04-19 |
2.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.90% |
| Volatility 6M: |
|
78.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
