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JP Morgan Call 270 ADI 17.01.2025/  DE000JL05C25  /

EUWAX
5/31/2024  9:18:28 AM Chg.+0.10 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.03EUR +10.75% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 270.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.86
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -5.39
Time value: 1.21
Break-even: 282.10
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 2.54%
Delta: 0.32
Theta: -0.06
Omega: 5.70
Rho: 0.36
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 0.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.17%
1 Month  
+98.08%
3 Months  
+194.29%
YTD  
+66.13%
1 Year  
+37.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 0.93
1M High / 1M Low: 1.50 0.33
6M High / 6M Low: 1.50 0.26
High (YTD): 5/23/2024 1.50
Low (YTD): 4/23/2024 0.26
52W High: 5/23/2024 1.50
52W Low: 10/31/2023 0.18
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   0.72
Avg. volume 1M:   0.00
Avg. price 6M:   0.47
Avg. volume 6M:   0.00
Avg. price 1Y:   0.53
Avg. volume 1Y:   0.00
Volatility 1M:   509.26%
Volatility 6M:   296.70%
Volatility 1Y:   228.55%
Volatility 3Y:   -