OverviewChartNewsTraderScreen

JP Morgan Call 220 ADI 21.06.2024/  DE000JS9TNF1  /

EUWAX
2024-05-02  9:19:23 AM Chg.-0.220 Bid3:50:32 PM Ask3:50:32 PM Underlying Strike price Expiration date Option type
0.180EUR -55.00% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 Analog Devices Inc 220.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -3.91
Time value: 0.34
Break-even: 223.40
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 3.66
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.19
Theta: -0.10
Omega: 10.15
Rho: 0.04
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -55.00%
3 Months
  -64.71%
YTD
  -80.65%
1 Year
  -86.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.240
1M High / 1M Low: 0.600 0.130
6M High / 6M Low: 0.960 0.130
High (YTD): 2024-01-23 0.800
Low (YTD): 2024-04-23 0.130
52W High: 2023-08-01 1.700
52W Low: 2024-04-23 0.130
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.771
Avg. volume 1Y:   0.000
Volatility 1M:   439.40%
Volatility 6M:   290.68%
Volatility 1Y:   240.00%
Volatility 3Y:   -