JP Morgan Call 210 ADI 20.12.2024
/ DE000JK0PSK5
JP Morgan Call 210 ADI 20.12.2024/ DE000JK0PSK5 /
| 5/21/2024 9:24:55 AM |
Chg.+0.20 |
Bid12:15:52 PM |
Ask12:15:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+8.55% |
2.53
Bid Size: 5,000 |
2.55
Ask Size: 5,000 |
Analog Devices Inc |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK0PSK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.69 |
| Time value: |
1.86 |
| Break-even: |
218.86 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
5.01 |
| Rho: |
0.60 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.53% |
| 1 Month |
|
|
+106.50% |
| 3 Months |
|
|
+77.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.09 |
| 1M High / 1M Low: |
2.48 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
