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JP Morgan Call 240 ADI 21.06.2024/  DE000JS9TNH7  /

EUWAX
2024-06-07  12:48:43 PM Chg.+0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 240.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.24
Parity: -2.20
Time value: 0.44
Break-even: 244.40
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 18.76
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.26
Theta: -0.35
Omega: 13.03
Rho: 0.02
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.00%
1 Month  
+696.30%
3 Months  
+230.77%
YTD
  -2.27%
1 Year
  -32.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.200
1M High / 1M Low: 0.830 0.054
6M High / 6M Low: 0.830 0.035
High (YTD): 2024-05-23 0.830
Low (YTD): 2024-05-02 0.035
52W High: 2023-08-01 1.090
52W Low: 2024-05-02 0.035
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   3,067.37%
Volatility 6M:   1,315.88%
Volatility 1Y:   938.38%
Volatility 3Y:   -