JP Morgan Call 240 ADI 20.06.2025
/ DE000JK01HY8
JP Morgan Call 240 ADI 20.06.2025/ DE000JK01HY8 /
| 9/26/2024 12:14:35 PM |
Chg.+0.15 |
Bid2:47:00 PM |
Ask2:47:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+6.98% |
2.37
Bid Size: 10,000 |
2.41
Ask Size: 10,000 |
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: |
10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-1.20 |
| Time value: |
1.98 |
| Break-even: |
235.40 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
2.33% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
5.24 |
| Rho: |
0.61 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.15 |
| 1M High / 1M Low: |
2.66 |
1.87 |
| 6M High / 6M Low: |
3.53 |
1.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.32% |
| Volatility 6M: |
|
153.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
