JP Morgan Call 225 ADI 21.06.2024
/ DE000JB6LJP0
JP Morgan Call 225 ADI 21.06.2024/ DE000JB6LJP0 /
2024-05-31 10:50:52 AM |
Chg.+0.120 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
225.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JB6LJP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
0.87 |
Time value: |
0.28 |
Break-even: |
218.90 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
1.77% |
Delta: |
0.75 |
Theta: |
-0.13 |
Omega: |
14.04 |
Rho: |
0.08 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.03% |
1 Month |
|
|
+566.67% |
3 Months |
|
|
+175.86% |
YTD |
|
|
+3.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.680 |
1M High / 1M Low: |
1.750 |
0.120 |
6M High / 6M Low: |
1.750 |
0.093 |
High (YTD): |
2024-05-23 |
1.750 |
Low (YTD): |
2024-04-23 |
0.093 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.525 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.411 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,508.78% |
Volatility 6M: |
|
705.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |