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JP Morgan Call 260 ADI 17.01.2025/  DE000JL05C17  /

EUWAX
31/05/2024  09:18:28 Chg.+0.11 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.29EUR +9.32% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 260.00 - 17/01/2025 Call
 

Master data

WKN: JL05C1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.41
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -4.39
Time value: 1.50
Break-even: 275.00
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 2.04%
Delta: 0.37
Theta: -0.06
Omega: 5.32
Rho: 0.41
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month  
+193.18%
3 Months  
+174.47%
YTD  
+65.38%
1 Year  
+41.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.18
1M High / 1M Low: 1.83 0.44
6M High / 6M Low: 1.83 0.35
High (YTD): 23/05/2024 1.83
Low (YTD): 23/04/2024 0.35
52W High: 23/05/2024 1.83
52W Low: 01/11/2023 0.24
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.61
Avg. volume 6M:   0.00
Avg. price 1Y:   0.67
Avg. volume 1Y:   0.00
Volatility 1M:   452.93%
Volatility 6M:   271.19%
Volatility 1Y:   210.27%
Volatility 3Y:   -