JP Morgan Put 200 ADI 17.01.2025
/ DE000JL72Y68
JP Morgan Put 200 ADI 17.01.2025/ DE000JL72Y68 /
| 2024-05-20 11:36:09 AM |
Chg.- |
Bid8:04:37 AM |
Ask8:04:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
- |
1.19
Bid Size: 5,000 |
1.22
Ask Size: 5,000 |
Analog Devices Inc |
200.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL72Y6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.30 |
| Time value: |
1.22 |
| Break-even: |
171.72 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-5.05 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.13% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-51.14% |
| YTD |
|
|
-38.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.25 |
| 1M High / 1M Low: |
2.69 |
1.25 |
| 6M High / 6M Low: |
2.93 |
1.25 |
| High (YTD): |
2024-01-05 |
2.74 |
| Low (YTD): |
2024-05-16 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.44% |
| Volatility 6M: |
|
98.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
