JP Morgan Call 125 A 17.01.2025
/ DE000JL6BW57
JP Morgan Call 125 A 17.01.2025/ DE000JL6BW57 /
| 2024-06-06 10:49:08 AM |
Chg.+0.22 |
Bid1:00:09 PM |
Ask1:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+14.86% |
1.73
Bid Size: 3,000 |
1.79
Ask Size: 3,000 |
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: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
-0.22 |
| Time value: |
1.79 |
| Break-even: |
142.90 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
4.68% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
3.96 |
| Rho: |
0.33 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
-23.77% |
| 3 Months |
|
|
-40.77% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.48 |
| 1M High / 1M Low: |
3.39 |
1.48 |
| 6M High / 6M Low: |
3.39 |
1.48 |
| High (YTD): |
2024-05-21 |
3.39 |
| Low (YTD): |
2024-06-05 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.17% |
| Volatility 6M: |
|
101.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
