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JP Morgan Call 190 ADI 17.01.2025/  DE000JL09ML6  /

EUWAX
2024-06-14  8:44:50 AM Chg.-0.43 Bid10:39:54 AM Ask10:39:54 AM Underlying Strike price Expiration date Option type
5.08EUR -7.80% 5.03
Bid Size: 5,000		 5.06
Ask Size: 5,000		 Analog Devices Inc 190.00 - 2025-01-17 Call
 

Master data

WKN: JL09ML
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 2.80
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 2.80
Time value: 2.30
Break-even: 241.00
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 0.59%
Delta: 0.72
Theta: -0.08
Omega: 3.09
Rho: 0.63
 

Quote data

Open: 5.08
High: 5.08
Low: 5.08
Previous Close: 5.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.87%
1 Month  
+56.79%
3 Months  
+75.78%
YTD  
+61.27%
1 Year  
+53.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.51 5.13
1M High / 1M Low: 5.70 3.24
6M High / 6M Low: 5.70 2.04
High (YTD): 2024-05-23 5.70
Low (YTD): 2024-04-22 2.04
52W High: 2024-05-23 5.70
52W Low: 2023-11-01 1.30
Avg. price 1W:   5.29
Avg. volume 1W:   0.00
Avg. price 1M:   4.62
Avg. volume 1M:   0.00
Avg. price 6M:   3.00
Avg. volume 6M:   0.00
Avg. price 1Y:   2.78
Avg. volume 1Y:   0.00
Volatility 1M:   209.54%
Volatility 6M:   136.89%
Volatility 1Y:   113.72%
Volatility 3Y:   -