JP Morgan Call 230 ADI 19.07.2024
/ DE000JK0V2Y5
JP Morgan Call 230 ADI 19.07.2024/ DE000JK0V2Y5 /
| 2024-06-03 8:12:04 AM |
Chg.+0.280 |
Bid1:06:04 PM |
Ask1:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+31.82% |
1.200
Bid Size: 7,500 |
1.220
Ask Size: 7,500 |
Analog Devices Inc |
230.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK0V2Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.67 |
| Break-even: |
222.80 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.62 |
| Theta: |
-0.10 |
| Omega: |
12.29 |
| Rho: |
0.15 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.160 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+383.33% |
| 3 Months |
|
|
+262.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.770 |
| 1M High / 1M Low: |
1.720 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
697.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
