JP Morgan Call 170 ADI 17.01.2025
/ DE000JB2BST3
JP Morgan Call 170 ADI 17.01.2025/ DE000JB2BST3 /
| 2024-05-17 10:58:52 AM |
Chg.-0.20 |
Bid4:26:28 PM |
Ask4:26:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
-3.94% |
4.96
Bid Size: 50,000 |
4.98
Ask Size: 50,000 |
Analog Devices Inc |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB2BST |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
4.06 |
| Time value: |
0.47 |
| Break-even: |
201.70 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.14 |
| Rho: |
0.95 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.88 |
| Previous Close: |
5.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.23% |
| 1 Month |
|
|
+38.64% |
| 3 Months |
|
|
+44.38% |
| YTD |
|
|
+14.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.08 |
4.31 |
| 1M High / 1M Low: |
5.08 |
3.02 |
| 6M High / 6M Low: |
5.08 |
3.02 |
| High (YTD): |
2024-05-16 |
5.08 |
| Low (YTD): |
2024-04-22 |
3.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.63% |
| Volatility 6M: |
|
90.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
