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JP Morgan Call 250 ADI 17.01.2025/  DE000JL05C33  /

EUWAX
2024-05-20  9:02:25 AM Chg.0.00 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.02EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 18.93
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -5.31
Time value: 1.04
Break-even: 260.40
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.30
Theta: -0.05
Omega: 5.77
Rho: 0.33
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.91%
1 Month  
+108.16%
3 Months  
+88.89%
YTD  
+3.03%
1 Year
  -27.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 0.88
1M High / 1M Low: 1.10 0.47
6M High / 6M Low: 1.10 0.47
High (YTD): 2024-05-16 1.10
Low (YTD): 2024-04-23 0.47
52W High: 2023-08-01 1.52
52W Low: 2023-10-31 0.31
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.77
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   211.45%
Volatility 6M:   189.61%
Volatility 1Y:   175.94%
Volatility 3Y:   -