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JP Morgan Call 180 ADI 21.06.2024/  DE000JS9TVE7  /

EUWAX
2024-06-07  10:23:20 AM Chg.+0.16 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
5.36EUR +3.08% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 180.00 - 2024-06-21 Call
 

Master data

WKN: JS9TVE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2023-03-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 3.82
Intrinsic value: 3.80
Implied volatility: 1.88
Historic volatility: 0.24
Parity: 3.80
Time value: 1.40
Break-even: 232.00
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 4.08
Spread abs.: -0.12
Spread %: -2.26%
Delta: 0.76
Theta: -0.90
Omega: 3.19
Rho: 0.04
 

Quote data

Open: 5.36
High: 5.36
Low: 5.36
Previous Close: 5.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.03%
1 Month  
+123.33%
3 Months  
+121.49%
YTD  
+90.07%
1 Year  
+103.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.36 4.71
1M High / 1M Low: 5.74 2.40
6M High / 6M Low: 5.74 1.28
High (YTD): 2024-05-23 5.74
Low (YTD): 2024-04-22 1.28
52W High: 2024-05-23 5.74
52W Low: 2023-10-30 0.94
Avg. price 1W:   5.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.99
Avg. volume 1M:   0.00
Avg. price 6M:   2.46
Avg. volume 6M:   108.80
Avg. price 1Y:   2.36
Avg. volume 1Y:   53.13
Volatility 1M:   272.77%
Volatility 6M:   194.37%
Volatility 1Y:   154.95%
Volatility 3Y:   -