JP Morgan Call 200 ADI 21.06.2024
/ DE000JS9TND6
JP Morgan Call 200 ADI 21.06.2024/ DE000JS9TND6 /
2024-05-30 9:38:02 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.50EUR |
- |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
200.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS9TND |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.86 |
Historic volatility: |
0.24 |
Parity: |
1.80 |
Time value: |
0.70 |
Break-even: |
225.00 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
1.29 |
Spread abs.: |
-0.04 |
Spread %: |
-1.57% |
Delta: |
0.73 |
Theta: |
-0.45 |
Omega: |
6.34 |
Rho: |
0.05 |
Quote data
Open: |
2.50 |
High: |
2.50 |
Low: |
2.50 |
Previous Close: |
3.01 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+135.85% |
3 Months |
|
|
+89.39% |
YTD |
|
|
+45.35% |
1 Year |
|
|
+39.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.90 |
1.06 |
6M High / 6M Low: |
3.90 |
0.47 |
High (YTD): |
2024-05-23 |
3.90 |
Low (YTD): |
2024-04-23 |
0.47 |
52W High: |
2024-05-23 |
3.90 |
52W Low: |
2023-11-01 |
0.46 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.34 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
607.09% |
Volatility 6M: |
|
321.86% |
Volatility 1Y: |
|
244.08% |
Volatility 3Y: |
|
- |