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JP Morgan Call 190 A 17.01.2025/  DE000JL8TNV7  /

EUWAX
2024-05-23  1:43:21 PM Chg.0.000 Bid7:08:19 PM Ask7:08:19 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.320
Bid Size: 50,000		 0.350
Ask Size: 50,000		 Agilent Technologies 190.00 USD 2025-01-17 Call
 

Master data

WKN: JL8TNV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.97
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -3.43
Time value: 0.42
Break-even: 179.67
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.44
Spread abs.: 0.09
Spread %: 28.57%
Delta: 0.24
Theta: -0.02
Omega: 8.13
Rho: 0.19
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+150.00%
3 Months  
+40.00%
YTD
  -20.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.400 0.140
6M High / 6M Low: 0.480 0.130
High (YTD): 2024-03-08 0.430
Low (YTD): 2024-04-19 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.12%
Volatility 6M:   172.53%
Volatility 1Y:   -
Volatility 3Y:   -