JP Morgan Call 215 ADI 21.06.2024
/ DE000JB5VEB2
JP Morgan Call 215 ADI 21.06.2024/ DE000JB5VEB2 /
| 2024-06-06 10:20:36 AM |
Chg.+0.43 |
Bid10:46:39 AM |
Ask10:46:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+26.54% |
2.03
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: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
1.90 |
| Time value: |
-0.02 |
| Break-even: |
216.57 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.49% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.16% |
| 1 Month |
|
|
+469.44% |
| 3 Months |
|
|
+336.17% |
| YTD |
|
|
+88.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.28 |
| 1M High / 1M Low: |
2.57 |
0.36 |
| 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: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
947.48% |
| Volatility 6M: |
|
478.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
