JP Morgan Call 210 ADI 21.06.2024
/ DE000JS9TNE4
JP Morgan Call 210 ADI 21.06.2024/ DE000JS9TNE4 /
2024-05-30 9:38:01 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
- |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
210.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS9TNE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.86 |
Historic volatility: |
0.25 |
Parity: |
0.78 |
Time value: |
0.93 |
Break-even: |
227.10 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
3.00 |
Spread abs.: |
0.02 |
Spread %: |
1.18% |
Delta: |
0.63 |
Theta: |
-0.57 |
Omega: |
8.00 |
Rho: |
0.04 |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
2.12 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+166.13% |
3 Months |
|
|
+77.42% |
YTD |
|
|
+27.91% |
1 Year |
|
|
+10.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.00 |
0.62 |
6M High / 6M Low: |
3.00 |
0.25 |
High (YTD): |
2024-05-23 |
3.00 |
Low (YTD): |
2024-04-23 |
0.25 |
52W High: |
2024-05-23 |
3.00 |
52W Low: |
2024-04-23 |
0.25 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.98 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
959.10% |
Volatility 6M: |
|
407.08% |
Volatility 1Y: |
|
302.37% |
Volatility 3Y: |
|
- |