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JP Morgan Call 240 ADI 17.01.2025/  DE000JL05BZ7  /

EUWAX
2024-05-17  9:06:48 AM Chg.-0.10 Bid7:46:09 PM Ask7:46:09 PM Underlying Strike price Expiration date Option type
1.30EUR -7.14% 1.28
Bid Size: 50,000		 1.30
Ask Size: 50,000		 Analog Devices Inc 240.00 - 2025-01-17 Call
 

Master data

WKN: JL05BZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.81
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -4.30
Time value: 1.33
Break-even: 253.30
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.36
Theta: -0.06
Omega: 5.32
Rho: 0.39
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+60.49%
3 Months  
+71.05%
YTD  
+4.84%
1 Year
  -14.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.05
1M High / 1M Low: 1.40 0.62
6M High / 6M Low: 1.40 0.62
High (YTD): 2024-05-16 1.40
Low (YTD): 2024-04-23 0.62
52W High: 2023-08-01 1.80
52W Low: 2023-10-31 0.41
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   201.63%
Volatility 6M:   175.23%
Volatility 1Y:   162.40%
Volatility 3Y:   -