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JP Morgan Call 200 ADI 17.01.2025/  DE000JL05BX2  /

EUWAX
2024-05-21  9:04:28 AM Chg.+0.21 Bid10:34:52 AM Ask10:34:52 AM Underlying Strike price Expiration date Option type
3.21EUR +7.00% 3.20
Bid Size: 5,000		 3.23
Ask Size: 5,000		 Analog Devices Inc 200.00 - 2025-01-17 Call
 

Master data

WKN: JL05BX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.03
Implied volatility: 0.47
Historic volatility: 0.23
Parity: 0.03
Time value: 3.21
Break-even: 232.40
Moneyness: 1.00
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.60
Theta: -0.07
Omega: 3.72
Rho: 0.58
 

Quote data

Open: 3.21
High: 3.21
Low: 3.21
Previous Close: 3.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.89%
1 Month  
+89.94%
3 Months  
+68.06%
YTD  
+19.78%
1 Year  
+6.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.15 2.70
1M High / 1M Low: 3.15 1.66
6M High / 6M Low: 3.15 1.66
High (YTD): 2024-05-16 3.15
Low (YTD): 2024-04-22 1.66
52W High: 2023-08-01 3.29
52W Low: 2023-10-31 1.07
Avg. price 1W:   2.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.18
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   1.96
Volatility 1M:   126.08%
Volatility 6M:   122.84%
Volatility 1Y:   120.40%
Volatility 3Y:   -