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JP Morgan Call 220 ADI 21.06.2024/  DE000JS9TNF1  /

EUWAX
5/17/2024  9:33:52 AM Chg.-0.120 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.490EUR -19.67% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 220.00 - 6/21/2024 Call
 

Master data

WKN: JS9TNF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 6/21/2024
Issue date: 2/22/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.20
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -2.30
Time value: 0.49
Break-even: 224.90
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 3.15
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.28
Theta: -0.16
Omega: 11.08
Rho: 0.05
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.06%
1 Month  
+145.00%
3 Months  
+22.50%
YTD
  -47.31%
1 Year
  -67.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.360
1M High / 1M Low: 0.610 0.130
6M High / 6M Low: 0.960 0.130
High (YTD): 1/23/2024 0.800
Low (YTD): 4/23/2024 0.130
52W High: 8/1/2023 1.700
52W Low: 4/23/2024 0.130
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   409.14%
Volatility 6M:   305.54%
Volatility 1Y:   251.70%
Volatility 3Y:   -