JP Morgan Call 225 ADI 21.06.2024
/ DE000JB6LJP0
JP Morgan Call 225 ADI 21.06.2024/ DE000JB6LJP0 /
| 2024-06-07 11:14:27 AM |
Chg.+0.14 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+11.97% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
225.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6LJP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.14 |
| Time value: |
0.19 |
| Break-even: |
219.88 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.81 |
| Theta: |
-0.16 |
| Omega: |
13.20 |
| Rho: |
0.06 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.75% |
| 1 Month |
|
|
+589.47% |
| 3 Months |
|
|
+322.58% |
| YTD |
|
|
+70.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.80 |
| 1M High / 1M Low: |
1.75 |
0.19 |
| 6M High / 6M Low: |
1.75 |
0.09 |
| High (YTD): |
2024-05-23 |
1.75 |
| Low (YTD): |
2024-04-23 |
0.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,484.01% |
| Volatility 6M: |
|
706.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
