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JP Morgan Call 270 ADI 17.01.2025/  DE000JL05C25  /

EUWAX
14/06/2024  09:16:03 Chg.-0.22 Bid12:24:02 Ask12:24:02 Underlying Strike price Expiration date Option type
1.11EUR -16.54% 1.08
Bid Size: 5,000		 1.11
Ask Size: 5,000		 Analog Devices Inc 270.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.95
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -5.20
Time value: 1.15
Break-even: 281.50
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.31
Theta: -0.06
Omega: 5.96
Rho: 0.34
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month  
+113.46%
3 Months  
+113.46%
YTD  
+79.03%
1 Year  
+20.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.16
1M High / 1M Low: 1.50 0.52
6M High / 6M Low: 1.50 0.26
High (YTD): 23/05/2024 1.50
Low (YTD): 23/04/2024 0.26
52W High: 23/05/2024 1.50
52W Low: 31/10/2023 0.18
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.53
Avg. volume 6M:   0.00
Avg. price 1Y:   0.55
Avg. volume 1Y:   0.00
Volatility 1M:   506.40%
Volatility 6M:   295.18%
Volatility 1Y:   227.80%
Volatility 3Y:   -