JP Morgan Call 200 ADI 20.06.2025
/ DE000JK01HW2
JP Morgan Call 200 ADI 20.06.2025/ DE000JK01HW2 /
| 2024-05-24 12:24:15 PM |
Chg.-0.52 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.16EUR |
-9.15% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
200.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK01HW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
3.20 |
| Time value: |
1.59 |
| Break-even: |
232.90 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
1.34 |
Quote data
| Open: |
5.16 |
| High: |
5.16 |
| Low: |
5.16 |
| Previous Close: |
5.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.71% |
| 1 Month |
|
|
+88.32% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.68 |
3.70 |
| 1M High / 1M Low: |
5.68 |
2.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
