JP Morgan Call 160 ADI 17.01.2025
/ DE000JB53EF4
JP Morgan Call 160 ADI 17.01.2025/ DE000JB53EF4 /
| 2024-04-30 9:20:49 AM |
Chg.+0.10 |
Bid5:41:55 PM |
Ask5:41:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
+2.04% |
4.84
Bid Size: 50,000 |
4.86
Ask Size: 50,000 |
Analog Devices Inc |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB53EF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
4.10 |
| Time value: |
0.58 |
| Break-even: |
196.08 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.91 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.23% |
| 1 Month |
|
|
+19.38% |
| 3 Months |
|
|
+13.67% |
| YTD |
|
|
+1.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.89 |
3.69 |
| 1M High / 1M Low: |
5.02 |
3.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-10 |
5.02 |
| Low (YTD): |
2024-04-22 |
3.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
