JP Morgan Call 210 ADI 20.12.2024
/ DE000JK0PSK5
JP Morgan Call 210 ADI 20.12.2024/ DE000JK0PSK5 /
| 2024-04-30 9:27:22 AM |
Chg.+0.07 |
Bid6:13:26 PM |
Ask6:13:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+3.65% |
1.90
Bid Size: 50,000 |
1.91
Ask Size: 50,000 |
Analog Devices Inc |
210.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK0PSK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.57 |
| Time value: |
2.00 |
| Break-even: |
215.99 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
5.20 |
| Rho: |
0.54 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.11% |
| 1 Month |
|
|
+31.79% |
| 3 Months |
|
|
+13.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.22 |
| 1M High / 1M Low: |
2.08 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
