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JP Morgan Call 180 ADI 21.06.2024/  DE000JS9TVE7  /

EUWAX
2024-06-11  10:23:56 AM Chg.0.00 Bid11:30:47 AM Ask11:30:47 AM Underlying Strike price Expiration date Option type
5.09EUR 0.00% 5.09
Bid Size: 1,000		 -
Ask Size: -		 Analog Devices Inc 180.00 - 2024-06-21 Call
 

Master data

WKN: JS9TVE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2023-03-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 3.89
Intrinsic value: 3.87
Implied volatility: 2.08
Historic volatility: 0.25
Parity: 3.87
Time value: 1.22
Break-even: 230.90
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 6.28
Spread abs.: -0.09
Spread %: -1.74%
Delta: 0.77
Theta: -1.15
Omega: 3.31
Rho: 0.03
 

Quote data

Open: 5.09
High: 5.09
Low: 5.09
Previous Close: 5.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.07%
1 Month  
+105.24%
3 Months  
+131.36%
YTD  
+80.50%
1 Year  
+87.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.36 4.71
1M High / 1M Low: 5.74 2.68
6M High / 6M Low: 5.74 1.28
High (YTD): 2024-05-23 5.74
Low (YTD): 2024-04-22 1.28
52W High: 2024-05-23 5.74
52W Low: 2023-10-30 0.94
Avg. price 1W:   5.02
Avg. volume 1W:   0.00
Avg. price 1M:   4.26
Avg. volume 1M:   0.00
Avg. price 6M:   2.49
Avg. volume 6M:   108.80
Avg. price 1Y:   2.37
Avg. volume 1Y:   53.33
Volatility 1M:   288.22%
Volatility 6M:   193.83%
Volatility 1Y:   155.02%
Volatility 3Y:   -