JP Morgan Call 240 ADI 17.01.2025
/ DE000JL05BZ7
JP Morgan Call 240 ADI 17.01.2025/ DE000JL05BZ7 /
| 6/3/2024 9:11:38 AM |
Chg.+0.27 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+13.64% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
240.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-2.39 |
| Time value: |
2.24 |
| Break-even: |
262.40 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
1.36% |
| Delta: |
0.47 |
| Theta: |
-0.07 |
| Omega: |
4.57 |
| Rho: |
0.50 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+158.62% |
| 3 Months |
|
|
+152.81% |
| YTD |
|
|
+81.45% |
| 1 Year |
|
|
+73.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.83 |
| 1M High / 1M Low: |
2.66 |
0.92 |
| 6M High / 6M Low: |
2.66 |
0.62 |
| High (YTD): |
5/23/2024 |
2.66 |
| Low (YTD): |
4/23/2024 |
0.62 |
| 52W High: |
5/23/2024 |
2.66 |
| 52W Low: |
10/31/2023 |
0.41 |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
377.08% |
| Volatility 6M: |
|
226.79% |
| Volatility 1Y: |
|
177.69% |
| Volatility 3Y: |
|
- |
