JP Morgan Call 240 ADI 17.01.2025
/ DE000JL05BZ7
JP Morgan Call 240 ADI 17.01.2025/ DE000JL05BZ7 /
| 31/05/2024 09:18:28 |
Chg.+0.15 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+8.20% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
240.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| 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: |
4.58 |
| Rho: |
0.50 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.61% |
| 1 Month |
|
|
+81.65% |
| 3 Months |
|
|
+141.46% |
| YTD |
|
|
+59.68% |
| 1 Year |
|
|
+54.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.83 |
| 1M High / 1M Low: |
2.66 |
0.77 |
| 6M High / 6M Low: |
2.66 |
0.62 |
| High (YTD): |
23/05/2024 |
2.66 |
| Low (YTD): |
23/04/2024 |
0.62 |
| 52W High: |
23/05/2024 |
2.66 |
| 52W Low: |
31/10/2023 |
0.41 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
367.38% |
| Volatility 6M: |
|
226.19% |
| Volatility 1Y: |
|
178.16% |
| Volatility 3Y: |
|
- |
