JP Morgan Call 190 ADI 21.06.2024
/ DE000JS9TNB0
JP Morgan Call 190 ADI 21.06.2024/ DE000JS9TNB0 /
2024-06-07 12:48:43 PM |
Chg.+0.16 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.44EUR |
+3.74% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
190.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS9TNB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.82 |
Intrinsic value: |
2.80 |
Implied volatility: |
1.66 |
Historic volatility: |
0.24 |
Parity: |
2.80 |
Time value: |
1.48 |
Break-even: |
232.80 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
4.56 |
Spread abs.: |
-0.13 |
Spread %: |
-2.95% |
Delta: |
0.72 |
Theta: |
-0.86 |
Omega: |
3.68 |
Rho: |
0.04 |
Quote data
Open: |
4.44 |
High: |
4.44 |
Low: |
4.44 |
Previous Close: |
4.28 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.33% |
1 Month |
|
|
+188.31% |
3 Months |
|
|
+224.09% |
YTD |
|
|
+98.21% |
1 Year |
|
|
+119.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.28 |
3.60 |
1M High / 1M Low: |
4.82 |
1.54 |
6M High / 6M Low: |
4.82 |
0.81 |
High (YTD): |
2024-05-23 |
4.82 |
Low (YTD): |
2024-04-22 |
0.81 |
52W High: |
2024-05-23 |
4.82 |
52W Low: |
2023-11-01 |
0.66 |
Avg. price 1W: |
|
3.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.82 |
Avg. volume 6M: |
|
35.20 |
Avg. price 1Y: |
|
1.82 |
Avg. volume 1Y: |
|
17.19 |
Volatility 1M: |
|
367.97% |
Volatility 6M: |
|
252.17% |
Volatility 1Y: |
|
197.81% |
Volatility 3Y: |
|
- |