JP Morgan Call 240 ADI 20.06.2025
/ DE000JK01HY8
JP Morgan Call 240 ADI 20.06.2025/ DE000JK01HY8 /
| 6/24/2024 11:31:29 AM |
Chg.+0.10 |
Bid9:09:01 PM |
Ask9:09:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+3.61% |
2.83
Bid Size: 50,000 |
2.86
Ask Size: 50,000 |
Analog Devices Inc |
240.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK01HY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/29/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.84 |
| Time value: |
2.74 |
| Break-even: |
251.97 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
1.74% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
4.42 |
| Rho: |
0.93 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.69% |
| 1 Month |
|
|
-8.01% |
| 3 Months |
|
|
+114.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.77 |
| 1M High / 1M Low: |
3.37 |
2.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
