JP Morgan Call 215 ADI 19.07.2024
/ DE000JK0V2W9
JP Morgan Call 215 ADI 19.07.2024/ DE000JK0V2W9 /
| 07/06/2024 08:12:17 |
Chg.+0.13 |
Bid17:26:01 |
Ask17:26:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+5.78% |
2.27
Bid Size: 50,000 |
2.28
Ask Size: 50,000 |
Analog Devices Inc |
215.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK0V2W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
2.06 |
| Time value: |
0.33 |
| Break-even: |
221.30 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
7.55 |
| Rho: |
0.18 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.78% |
| 1 Month |
|
|
+277.78% |
| 3 Months |
|
|
+296.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.74 |
| 1M High / 1M Low: |
2.79 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
657.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
