JP Morgan Call 170 ADI 17.01.2025
/ DE000JB2BST3
JP Morgan Call 170 ADI 17.01.2025/ DE000JB2BST3 /
| 5/30/2024 11:00:06 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
170.00 - |
1/17/2025 |
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 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/29/2023 |
| Last trading day: |
5/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
4.80 |
| Time value: |
1.19 |
| Break-even: |
229.90 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
3.02 |
| Rho: |
0.74 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
6.31 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
+66.20% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.21 |
4.08 |
| 6M High / 6M Low: |
7.21 |
3.02 |
| High (YTD): |
5/23/2024 |
7.21 |
| Low (YTD): |
4/22/2024 |
3.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.11% |
| Volatility 6M: |
|
113.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
