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JP Morgan Call 250 ADI 21.06.2024/  DE000JS9TNJ3  /

EUWAX
2024-06-07  12:48:43 PM Chg.+0.010 Bid4:21:03 PM Ask4:21:03 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.110
Bid Size: 30,000		 0.130
Ask Size: 30,000		 Analog Devices Inc 250.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 136.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -3.20
Time value: 0.16
Break-even: 251.60
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 41.13
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.13
Theta: -0.20
Omega: 18.05
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+112.12%
1 Month  
+508.70%
3 Months  
+100.00%
YTD
  -51.72%
1 Year
  -72.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.066
1M High / 1M Low: 0.440 0.023
6M High / 6M Low: 0.440 0.015
High (YTD): 2024-05-23 0.440
Low (YTD): 2024-05-02 0.015
52W High: 2023-08-01 0.860
52W Low: 2024-05-02 0.015
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   4,639.61%
Volatility 6M:   1,950.58%
Volatility 1Y:   1,384.22%
Volatility 3Y:   -