JP Morgan Call 180 ADI 17.01.2025
/ DE000JL2B1C3
JP Morgan Call 180 ADI 17.01.2025/ DE000JL2B1C3 /
2024-05-17 10:33:54 AM |
Chg.-0.20 |
Bid6:53:25 PM |
Ask6:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.18EUR |
-4.57% |
4.21 Bid Size: 50,000 |
4.23 Ask Size: 50,000 |
Analog Devices Inc |
180.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL2B1C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-27 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.76 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.50 |
Historic volatility: |
0.23 |
Parity: |
1.70 |
Time value: |
2.54 |
Break-even: |
222.40 |
Moneyness: |
1.09 |
Premium: |
0.13 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
0.71% |
Delta: |
0.69 |
Theta: |
-0.07 |
Omega: |
3.19 |
Rho: |
0.62 |
Quote data
Open: |
4.18 |
High: |
4.18 |
Low: |
4.18 |
Previous Close: |
4.38 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.21% |
1 Month |
|
|
+41.22% |
3 Months |
|
|
+46.67% |
YTD |
|
|
+13.90% |
1 Year |
|
|
+14.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.38 |
3.66 |
1M High / 1M Low: |
4.38 |
2.50 |
6M High / 6M Low: |
4.38 |
2.50 |
High (YTD): |
2024-05-16 |
4.38 |
Low (YTD): |
2024-04-22 |
2.50 |
52W High: |
2024-05-16 |
4.38 |
52W Low: |
2023-10-30 |
1.56 |
Avg. price 1W: |
|
3.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.11 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
132.75% |
Volatility 6M: |
|
110.91% |
Volatility 1Y: |
|
108.01% |
Volatility 3Y: |
|
- |