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JP Morgan Call 205 A 17.01.2025/  DE000JL80LP0  /

EUWAX
2024-05-23  1:15:57 PM Chg.0.000 Bid8:59:09 PM Ask8:59:09 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.150
Bid Size: 25,000		 0.190
Ask Size: 25,000		 Agilent Technologies 205.00 USD 2025-01-17 Call
 

Master data

WKN: JL80LP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.77
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -4.82
Time value: 0.30
Break-even: 192.33
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.60
Spread abs.: 0.14
Spread %: 88.24%
Delta: 0.17
Theta: -0.02
Omega: 8.27
Rho: 0.14
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+150.00%
3 Months  
+21.43%
YTD
  -37.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.200 0.068
6M High / 6M Low: 0.300 0.068
High (YTD): 2024-01-02 0.290
Low (YTD): 2024-04-23 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.49%
Volatility 6M:   200.30%
Volatility 1Y:   -
Volatility 3Y:   -