JP Morgan Call 235 ADI 21.06.2024
/ DE000JK0N3N6
JP Morgan Call 235 ADI 21.06.2024/ DE000JK0N3N6 /
2024-06-06 12:35:14 PM |
Chg.+0.190 |
Bid3:26:09 PM |
Ask3:26:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+46.34% |
0.600 Bid Size: 7,500 |
0.620 Ask Size: 7,500 |
Analog Devices Inc |
235.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JK0N3N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
38.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.06 |
Time value: |
0.51 |
Break-even: |
221.81 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
0.54 |
Theta: |
-0.18 |
Omega: |
20.57 |
Rho: |
0.05 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+114.29% |
1 Month |
|
|
+669.23% |
3 Months |
|
|
+275.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.280 |
1M High / 1M Low: |
1.110 |
0.078 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
941.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |