JP Morgan Call 215 ADI 21.06.2024
/ DE000JB5VEB2
JP Morgan Call 215 ADI 21.06.2024/ DE000JB5VEB2 /
| 2024-06-10 10:22:38 AM |
Chg.-0.31 |
Bid11:21:33 AM |
Ask11:21:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-14.16% |
1.86
Bid Size: 2,000 |
-
Ask Size: - |
Analog Devices Inc |
215.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB5VEB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
1.83 |
| Time value: |
0.07 |
| Break-even: |
218.47 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.52% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
10.65 |
| Rho: |
0.06 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.59% |
| 1 Month |
|
|
+317.78% |
| 3 Months |
|
|
+141.03% |
| YTD |
|
|
+72.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.61 |
| 1M High / 1M Low: |
2.57 |
0.45 |
| 6M High / 6M Low: |
2.57 |
0.18 |
| High (YTD): |
2024-05-23 |
2.57 |
| Low (YTD): |
2024-04-23 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
994.59% |
| Volatility 6M: |
|
479.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
