JP Morgan Call 195 ADI 21.06.2024
/ DE000JB5VE99
JP Morgan Call 195 ADI 21.06.2024/ DE000JB5VE99 /
| 2024-05-30 10:17:51 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
195.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB5VE9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
2.11 |
| Time value: |
0.84 |
| Break-even: |
224.50 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.34% |
| Delta: |
0.73 |
| Theta: |
-0.37 |
| Omega: |
5.37 |
| Rho: |
0.07 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
3.44 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.62% |
| 1 Month |
|
|
+102.05% |
| 3 Months |
|
|
+147.90% |
| YTD |
|
|
+50.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.52 |
2.95 |
| 1M High / 1M Low: |
4.36 |
0.96 |
| 6M High / 6M Low: |
4.36 |
0.63 |
| High (YTD): |
2024-05-23 |
4.36 |
| Low (YTD): |
2024-04-22 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.29% |
| Volatility 6M: |
|
275.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
