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JP Morgan Call 180 ADI 17.01.2025/  DE000JL2B1C3  /

EUWAX
5/31/2024  10:34:25 AM Chg.+0.21 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.41EUR +4.04% -
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: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 4.31
Intrinsic value: 3.61
Implied volatility: 0.56
Historic volatility: 0.24
Parity: 3.61
Time value: 2.22
Break-even: 238.30
Moneyness: 1.20
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 0.69%
Delta: 0.75
Theta: -0.08
Omega: 2.79
Rho: 0.66
 

Quote data

Open: 5.41
High: 5.41
Low: 5.41
Previous Close: 5.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.20%
1 Month  
+47.41%
3 Months  
+103.38%
YTD  
+47.41%
1 Year  
+64.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.67 5.20
1M High / 1M Low: 6.43 3.00
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:   5.51
Avg. volume 1W:   0.00
Avg. price 1M:   4.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.33
Avg. volume 6M:   0.00
Avg. price 1Y:   3.18
Avg. volume 1Y:   0.00
Volatility 1M:   188.53%
Volatility 6M:   132.61%
Volatility 1Y:   109.15%
Volatility 3Y:   -