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JP Morgan Call 230 ADI 17.01.2025/  DE000JL05BY0  /

EUWAX
2024-05-16  9:06:15 AM Chg.+0.18 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.75EUR +11.46% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 230.00 - 2025-01-17 Call
 

Master data

WKN: JL05BY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.32
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -3.19
Time value: 1.75
Break-even: 247.50
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 1.74%
Delta: 0.42
Theta: -0.06
Omega: 4.81
Rho: 0.45
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.60%
1 Month  
+69.90%
3 Months  
+78.57%
YTD  
+15.13%
1 Year  
+5.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.34
1M High / 1M Low: 1.57 0.81
6M High / 6M Low: 1.57 0.81
High (YTD): 2024-05-15 1.57
Low (YTD): 2024-04-23 0.81
52W High: 2023-08-01 2.11
52W Low: 2023-10-31 0.52
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   1.25
Avg. volume 1Y:   0.00
Volatility 1M:   186.81%
Volatility 6M:   160.93%
Volatility 1Y:   151.30%
Volatility 3Y:   -