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JP Morgan Call 230 ADI 21.06.2024/  DE000JS9TNG9  /

EUWAX
2024-06-06  9:40:42 AM Chg.- Bid9:20:24 AM Ask9:20:24 AM Underlying Strike price Expiration date Option type
0.880EUR - 0.960
Bid Size: 5,000		 0.980
Ask Size: 5,000		 Analog Devices Inc 230.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.08
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.24
Parity: -1.33
Time value: 0.90
Break-even: 239.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 9.80
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.39
Theta: -0.46
Omega: 9.46
Rho: 0.03
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month  
+576.92%
3 Months  
+300.00%
YTD  
+35.38%
1 Year  
+6.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.520
1M High / 1M Low: 1.410 0.130
6M High / 6M Low: 1.410 0.066
High (YTD): 2024-05-23 1.410
Low (YTD): 2024-04-23 0.066
52W High: 2024-05-23 1.410
52W Low: 2024-04-23 0.066
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.335
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   1,858.02%
Volatility 6M:   836.37%
Volatility 1Y:   602.71%
Volatility 3Y:   -