JP Morgan Call 180 ADI 20.12.2024
/ DE000JK9B2E2
JP Morgan Call 180 ADI 20.12.2024/ DE000JK9B2E2 /
| 2024-05-17 8:45:25 AM |
Chg.-0.15 |
Bid2:14:28 PM |
Ask2:14:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
-3.55% |
4.10
Bid Size: 7,500 |
4.12
Ask Size: 7,500 |
Analog Devices Inc |
180.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JK9B2E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
1.70 |
| Time value: |
2.41 |
| Break-even: |
221.10 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
3.29 |
| Rho: |
0.56 |
Quote data
| Open: |
4.08 |
| High: |
4.08 |
| Low: |
4.08 |
| Previous Close: |
4.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.58% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.53 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
