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JP Morgan Call 180 ADI 17.01.2025/  DE000JL2B1C3  /

EUWAX
2024-05-20  10:22:46 AM Chg.- Bid8:35:38 AM Ask8:35:38 AM Underlying Strike price Expiration date Option type
4.21EUR - 4.45
Bid Size: 5,000		 4.48
Ask Size: 5,000		 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: 4.67
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 1.69
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 1.69
Time value: 2.53
Break-even: 222.20
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.69
Theta: -0.07
Omega: 3.20
Rho: 0.62
 

Quote data

Open: 4.21
High: 4.21
Low: 4.21
Previous Close: 4.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.50%
1 Month  
+62.55%
3 Months  
+48.24%
YTD  
+14.71%
1 Year  
+7.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.38 3.81
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:   4.13
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   0.00
Avg. price 6M:   3.14
Avg. volume 6M:   0.00
Avg. price 1Y:   3.11
Avg. volume 1Y:   0.00
Volatility 1M:   128.77%
Volatility 6M:   111.10%
Volatility 1Y:   108.22%
Volatility 3Y:   -