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JP Morgan Call 250 ADI 17.01.2025/  DE000JL05C33  /

EUWAX
2024-06-13  9:13:26 AM Chg.+0.16 Bid3:41:52 PM Ask3:41:52 PM Underlying Strike price Expiration date Option type
2.03EUR +8.56% 1.84
Bid Size: 50,000		 1.86
Ask Size: 50,000		 Analog Devices Inc 250.00 - 2025-01-17 Call
 

Master data

WKN: JL05C3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -2.95
Time value: 1.99
Break-even: 269.90
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 1.53%
Delta: 0.44
Theta: -0.07
Omega: 4.88
Rho: 0.46
 

Quote data

Open: 2.03
High: 2.03
Low: 2.03
Previous Close: 1.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+130.68%
3 Months  
+133.33%
YTD  
+105.05%
1 Year  
+54.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.81
1M High / 1M Low: 2.22 0.88
6M High / 6M Low: 2.22 0.47
High (YTD): 2024-05-23 2.22
Low (YTD): 2024-04-23 0.47
52W High: 2024-05-23 2.22
52W Low: 2023-10-31 0.31
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.86
Avg. volume 1Y:   0.00
Volatility 1M:   407.68%
Volatility 6M:   247.19%
Volatility 1Y:   192.62%
Volatility 3Y:   -