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JP Morgan Call 180 ADI 17.01.2025/  DE000JL2B1C3  /

EUWAX
07/06/2024  10:50:11 Chg.+0.21 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
6.09EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 180.00 - 17/01/2025 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: 17/01/2025
Issue date: 27/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 4.39
Intrinsic value: 3.73
Implied volatility: 0.57
Historic volatility: 0.25
Parity: 3.73
Time value: 2.17
Break-even: 239.00
Moneyness: 1.21
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 0.68%
Delta: 0.76
Theta: -0.08
Omega: 2.79
Rho: 0.65
 

Quote data

Open: 6.09
High: 6.09
Low: 6.09
Previous Close: 5.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.57%
1 Month  
+70.59%
3 Months  
+76.52%
YTD  
+65.94%
1 Year  
+89.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.09 5.49
1M High / 1M Low: 6.43 3.57
6M High / 6M Low: 6.43 2.50
High (YTD): 23/05/2024 6.43
Low (YTD): 22/04/2024 2.50
52W High: 23/05/2024 6.43
52W Low: 30/10/2023 1.56
Avg. price 1W:   5.78
Avg. volume 1W:   0.00
Avg. price 1M:   4.90
Avg. volume 1M:   0.00
Avg. price 6M:   3.46
Avg. volume 6M:   0.00
Avg. price 1Y:   3.23
Avg. volume 1Y:   0.00
Volatility 1M:   187.81%
Volatility 6M:   133.12%
Volatility 1Y:   108.61%
Volatility 3Y:   -