OverviewChartNewsTraderScreen

JP Morgan Call 230 ADI 21.06.2024/  DE000JS9TNG9  /

EUWAX
2024-06-06  9:40:42 AM Chg.+0.280 Bid2:26:00 PM Ask2:26:00 PM Underlying Strike price Expiration date Option type
0.880EUR +46.67% 0.890
Bid Size: 7,500		 0.910
Ask Size: 7,500		 Analog Devices Inc 230.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.08
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.24
Parity: -1.33
Time value: 0.90
Break-even: 239.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 9.80
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.39
Theta: -0.46
Omega: 9.46
Rho: 0.03
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+104.65%
1 Month  
+633.33%
3 Months  
+319.05%
YTD  
+35.38%
1 Year  
+14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.430
1M High / 1M Low: 1.410 0.120
6M High / 6M Low: 1.410 0.066
High (YTD): 2024-05-23 1.410
Low (YTD): 2024-04-23 0.066
52W High: 2024-05-23 1.410
52W Low: 2024-04-23 0.066
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   1,857.92%
Volatility 6M:   834.97%
Volatility 1Y:   601.21%
Volatility 3Y:   -