OverviewChartNewsTraderScreen

JP Morgan Call 270 ADI 17.01.2025/  DE000JL05C25  /

EUWAX
2024-05-20  9:02:25 AM Chg.- Bid8:04:32 AM Ask8:04:32 AM Underlying Strike price Expiration date Option type
0.600EUR - 0.690
Bid Size: 5,000		 0.720
Ask Size: 5,000		 Analog Devices Inc 270.00 - 2025-01-17 Call
 

Master data

WKN: JL05C2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.25
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -7.31
Time value: 0.63
Break-even: 276.30
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.21
Theta: -0.04
Omega: 6.63
Rho: 0.24
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+114.29%
3 Months  
+87.50%
YTD
  -3.23%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.520
1M High / 1M Low: 0.660 0.260
6M High / 6M Low: 0.660 0.260
High (YTD): 2024-05-16 0.660
Low (YTD): 2024-04-23 0.260
52W High: 2023-08-01 1.070
52W Low: 2023-10-31 0.180
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   240.44%
Volatility 6M:   220.00%
Volatility 1Y:   199.63%
Volatility 3Y:   -