JP Morgan Call 125 A 17.01.2025
/ DE000JL6BW57
JP Morgan Call 125 A 17.01.2025/ DE000JL6BW57 /
| 2024-05-24 10:29:17 AM |
Chg.-0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
-6.08% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL6BW5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.23 |
| Parity: |
1.39 |
| Time value: |
1.79 |
| Break-even: |
156.80 |
| Moneyness: |
1.11 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
3.25% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
3.05 |
| Rho: |
0.42 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
3.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.58% |
| 1 Month |
|
|
+43.06% |
| 3 Months |
|
|
+47.85% |
| YTD |
|
|
+13.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
3.09 |
| 1M High / 1M Low: |
3.39 |
2.16 |
| 6M High / 6M Low: |
3.39 |
1.89 |
| High (YTD): |
2024-05-21 |
3.39 |
| Low (YTD): |
2024-04-19 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.41% |
| Volatility 6M: |
|
84.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
