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JP Morgan Call 220 ADI 21.06.2024/  DE000JS9TNF1  /

EUWAX
2024-06-07  12:48:43 PM Chg.+0.14 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.75EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 220.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.46
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.24
Parity: -0.20
Time value: 1.75
Break-even: 237.50
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 8.37
Spread abs.: 0.03
Spread %: 1.74%
Delta: 0.53
Theta: -0.66
Omega: 6.57
Rho: 0.04
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.55%
1 Month  
+464.52%
3 Months  
+173.44%
YTD  
+88.17%
1 Year  
+50.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.23
1M High / 1M Low: 2.15 0.30
6M High / 6M Low: 2.15 0.13
High (YTD): 2024-05-23 2.15
Low (YTD): 2024-04-23 0.13
52W High: 2024-05-23 2.15
52W Low: 2024-04-23 0.13
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.57
Avg. volume 6M:   0.00
Avg. price 1Y:   0.72
Avg. volume 1Y:   0.00
Volatility 1M:   1,173.64%
Volatility 6M:   566.26%
Volatility 1Y:   415.33%
Volatility 3Y:   -