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JP Morgan Call 210 A 17.01.2025/  DE000JL80LR6  /

EUWAX
2024-05-23  1:15:57 PM Chg.-0.010 Bid9:04:43 PM Ask9:04:43 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.120
Bid Size: 25,000		 0.160
Ask Size: 25,000		 Agilent Technologies 210.00 USD 2025-01-17 Call
 

Master data

WKN: JL80LR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 210.00 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: 50.43
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -5.28
Time value: 0.28
Break-even: 196.79
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.66
Spread abs.: 0.15
Spread %: 115.38%
Delta: 0.16
Theta: -0.02
Omega: 8.13
Rho: 0.13
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month  
+140.74%
3 Months  
+8.33%
YTD
  -43.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.160 0.054
6M High / 6M Low: 0.250 0.054
High (YTD): 2024-01-02 0.250
Low (YTD): 2024-04-23 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.13%
Volatility 6M:   201.19%
Volatility 1Y:   -
Volatility 3Y:   -