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JP Morgan Call 270 ADI 17.01.2025/  DE000JL05C25  /

EUWAX
06/06/2024  09:17:59 Chg.+0.18 Bid14:46:15 Ask14:46:15 Underlying Strike price Expiration date Option type
1.23EUR +17.14% 1.22
Bid Size: 7,500		 1.24
Ask Size: 7,500		 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: 17.20
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -5.33
Time value: 1.26
Break-even: 282.60
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 2.44%
Delta: 0.33
Theta: -0.06
Omega: 5.60
Rho: 0.36
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month  
+200.00%
3 Months  
+251.43%
YTD  
+98.39%
1 Year  
+105.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 0.93
1M High / 1M Low: 1.50 0.41
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:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   0.80
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.54
Avg. volume 1Y:   0.00
Volatility 1M:   502.18%
Volatility 6M:   297.97%
Volatility 1Y:   228.15%
Volatility 3Y:   -