JP Morgan Call 190 ADI 20.12.2024
/ DE000JK0PSL3
JP Morgan Call 190 ADI 20.12.2024/ DE000JK0PSL3 /
| 2024-06-04 9:44:13 AM |
Chg.-0.26 |
Bid10:50:28 AM |
Ask10:50:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.68EUR |
-5.26% |
4.63
Bid Size: 5,000 |
4.66
Ask Size: 5,000 |
Analog Devices Inc |
190.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK0PSL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
3.87 |
| Time value: |
0.48 |
| Break-even: |
217.65 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
4.53 |
| Rho: |
0.84 |
Quote data
| Open: |
4.68 |
| High: |
4.68 |
| Low: |
4.68 |
| Previous Close: |
4.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+84.98% |
| 3 Months |
|
|
+84.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.34 |
| 1M High / 1M Low: |
5.55 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
