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JP Morgan Call 240 ADI 21.06.2024/  DE000JS9TNH7  /

EUWAX
2024-06-06  9:40:42 AM Chg.+0.150 Bid2:31:19 PM Ask2:31:19 PM Underlying Strike price Expiration date Option type
0.380EUR +65.22% 0.380
Bid Size: 7,500		 0.400
Ask Size: 7,500		 Analog Devices Inc 240.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.24
Parity: -2.33
Time value: 0.40
Break-even: 244.00
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 16.87
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.25
Theta: -0.31
Omega: 13.40
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+137.50%
1 Month  
+675.51%
3 Months  
+216.67%
YTD
  -13.64%
1 Year
  -36.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.160
1M High / 1M Low: 0.830 0.049
6M High / 6M Low: 0.830 0.035
High (YTD): 2024-05-23 0.830
Low (YTD): 2024-05-02 0.035
52W High: 2023-08-01 1.090
52W Low: 2024-05-02 0.035
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   3,068.54%
Volatility 6M:   1,313.92%
Volatility 1Y:   936.48%
Volatility 3Y:   -