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JP Morgan Call 200 ADI 17.01.2025/  DE000JL05BX2  /

EUWAX
03/06/2024  09:11:37 Chg.+0.41 Bid10:49:25 Ask10:49:25 Underlying Strike price Expiration date Option type
4.44EUR +10.17% 4.45
Bid Size: 5,000		 4.48
Ask Size: 5,000		 Analog Devices Inc 200.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 1.61
Implied volatility: 0.51
Historic volatility: 0.24
Parity: 1.61
Time value: 2.81
Break-even: 244.20
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 0.68%
Delta: 0.67
Theta: -0.08
Omega: 3.30
Rho: 0.63
 

Quote data

Open: 4.44
High: 4.44
Low: 4.44
Previous Close: 4.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.98%
1 Month  
+102.74%
3 Months  
+113.46%
YTD  
+65.67%
1 Year  
+79.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.29 3.83
1M High / 1M Low: 4.97 2.19
6M High / 6M Low: 4.97 1.66
High (YTD): 23/05/2024 4.97
Low (YTD): 22/04/2024 1.66
52W High: 23/05/2024 4.97
52W Low: 31/10/2023 1.07
Avg. price 1W:   4.14
Avg. volume 1W:   0.00
Avg. price 1M:   3.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.34
Avg. volume 6M:   0.00
Avg. price 1Y:   2.27
Avg. volume 1Y:   1.97
Volatility 1M:   238.17%
Volatility 6M:   152.89%
Volatility 1Y:   124.30%
Volatility 3Y:   -