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JP Morgan Call 195 A 17.01.2025/  DE000JL7MZ27  /

EUWAX
2024-06-06  4:51:38 PM Chg.+0.008 Bid8:07:57 PM Ask8:07:57 PM Underlying Strike price Expiration date Option type
0.050EUR +19.05% 0.049
Bid Size: 20,000		 0.099
Ask Size: 20,000		 Agilent Technologies 195.00 USD 2025-01-17 Call
 

Master data

WKN: JL7MZ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -5.65
Time value: 0.25
Break-even: 181.83
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.89
Spread abs.: 0.20
Spread %: 380.77%
Delta: 0.15
Theta: -0.02
Omega: 7.33
Rho: 0.10
 

Quote data

Open: 0.053
High: 0.053
Low: 0.050
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.03%
1 Month
  -58.33%
3 Months
  -83.33%
YTD
  -86.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.042
1M High / 1M Low: 0.320 0.042
6M High / 6M Low: 0.390 0.042
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-06-05 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   339.00%
Volatility 6M:   214.95%
Volatility 1Y:   -
Volatility 3Y:   -