JP Morgan Call 220 ADI 20.06.2025
/ DE000JK00YN8
JP Morgan Call 220 ADI 20.06.2025/ DE000JK00YN8 /
20/09/2024 12:13:50 |
Chg.+0.29 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
3.34EUR |
+9.51% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
220.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK00YN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
29/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
0.61 |
Time value: |
2.51 |
Break-even: |
228.28 |
Moneyness: |
1.03 |
Premium: |
0.12 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
1.63% |
Delta: |
0.63 |
Theta: |
-0.05 |
Omega: |
4.11 |
Rho: |
0.72 |
Quote data
Open: |
3.34 |
High: |
3.34 |
Low: |
3.34 |
Previous Close: |
3.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.96% |
1 Month |
|
|
+10.60% |
3 Months |
|
|
-8.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.34 |
3.01 |
1M High / 1M Low: |
3.60 |
2.63 |
6M High / 6M Low: |
4.52 |
1.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.64% |
Volatility 6M: |
|
126.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |