JP Morgan Call 180 ADI 20.12.2024
/ DE000JK9B2E2
JP Morgan Call 180 ADI 20.12.2024/ DE000JK9B2E2 /
| 07/06/2024 08:52:17 |
Chg.+0.16 |
Bid09:25:15 |
Ask09:25:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
+2.75% |
5.95
Bid Size: 3,000 |
5.99
Ask Size: 3,000 |
Analog Devices Inc |
180.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
3.80 |
| Time value: |
2.18 |
| Break-even: |
239.80 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
2.75 |
| Rho: |
0.56 |
Quote data
| Open: |
5.97 |
| High: |
5.97 |
| Low: |
5.97 |
| Previous Close: |
5.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.28% |
| 1 Month |
|
|
+79.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
5.27 |
| 1M High / 1M Low: |
6.35 |
3.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
