JP Morgan Call 180 ADI 17.01.2025
/ DE000JL2B1C3
JP Morgan Call 180 ADI 17.01.2025/ DE000JL2B1C3 /
| 6/10/2024 10:44:07 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
180.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/27/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
3.80 |
| Time value: |
2.18 |
| Break-even: |
239.80 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
2.76 |
| Rho: |
0.63 |
Quote data
| Open: |
5.85 |
| High: |
5.85 |
| Low: |
5.85 |
| Previous Close: |
6.09 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.94% |
| 1 Month |
|
|
+53.54% |
| 3 Months |
|
|
+70.06% |
| YTD |
|
|
+59.40% |
| 1 Year |
|
|
+53.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.85 |
| 1M High / 1M Low: |
6.43 |
3.81 |
| 6M High / 6M Low: |
6.43 |
2.50 |
| High (YTD): |
5/23/2024 |
6.43 |
| Low (YTD): |
4/22/2024 |
2.50 |
| 52W High: |
5/23/2024 |
6.43 |
| 52W Low: |
10/30/2023 |
1.56 |
| Avg. price 1W: |
|
5.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
204.01% |
| Volatility 6M: |
|
132.32% |
| Volatility 1Y: |
|
108.73% |
| Volatility 3Y: |
|
- |
