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JP Morgan Call 215 A 17.01.2025/  DE000JL893E7  /

EUWAX
2024-06-06  10:54:24 AM Chg.+0.004 Bid9:27:51 PM Ask9:27:51 PM Underlying Strike price Expiration date Option type
0.024EUR +20.00% 0.022
Bid Size: 15,000		 0.082
Ask Size: 15,000		 Agilent Technologies 215.00 USD 2025-01-17 Call
 

Master data

WKN: JL893E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 215.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -7.49
Time value: 0.22
Break-even: 199.92
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 1.20
Spread abs.: 0.20
Spread %: 816.67%
Delta: 0.12
Theta: -0.02
Omega: 6.83
Rho: 0.08
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -82.86%
YTD
  -88.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.017
1M High / 1M Low: 0.130 0.017
6M High / 6M Low: 0.210 0.017
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-06-03 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   368.18%
Volatility 6M:   229.45%
Volatility 1Y:   -
Volatility 3Y:   -