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JP Morgan Call 190 ADI 21.06.2024/  DE000JS9TNB0  /

EUWAX
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:   -