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JP Morgan Put 190 ADI 17.01.2025/  DE000JL05BV6  /

EUWAX
2024-06-03  9:11:37 AM Chg.-0.120 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.580EUR -17.14% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 190.00 - 2025-01-17 Put
 

Master data

WKN: JL05BV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.85
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -2.61
Time value: 0.62
Break-even: 183.80
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.21
Theta: -0.02
Omega: -7.30
Rho: -0.32
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month
  -62.82%
3 Months
  -66.67%
YTD
  -65.68%
1 Year
  -80.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.580
1M High / 1M Low: 1.460 0.500
6M High / 6M Low: 2.460 0.500
High (YTD): 2024-01-17 2.280
Low (YTD): 2024-05-23 0.500
52W High: 2023-10-31 3.900
52W Low: 2024-05-23 0.500
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.942
Avg. volume 1M:   0.000
Avg. price 6M:   1.720
Avg. volume 6M:   0.000
Avg. price 1Y:   2.249
Avg. volume 1Y:   0.000
Volatility 1M:   213.33%
Volatility 6M:   132.58%
Volatility 1Y:   105.58%
Volatility 3Y:   -