JP Morgan Call 210 ADI 20.09.2024
/ DE000JB835N1
JP Morgan Call 210 ADI 20.09.2024/ DE000JB835N1 /
| 2024-06-14 8:51:38 AM |
Chg.-0.43 |
Bid10:16:12 AM |
Ask10:16:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
-12.76% |
2.90
Bid Size: 5,000 |
2.92
Ask Size: 5,000 |
Analog Devices Inc |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB835N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
2.24 |
| Time value: |
0.53 |
| Break-even: |
223.24 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
6.42 |
| Rho: |
0.40 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
3.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.98% |
| 1 Month |
|
|
+96.00% |
| 3 Months |
|
|
+108.51% |
| YTD |
|
|
+69.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
3.02 |
| 1M High / 1M Low: |
3.62 |
1.50 |
| 6M High / 6M Low: |
3.62 |
0.74 |
| High (YTD): |
2024-05-23 |
3.62 |
| Low (YTD): |
2024-04-23 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
580 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
126.09 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
23.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.65% |
| Volatility 6M: |
|
232.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
