JP Morgan Call 225 ADI 20.09.2024
/ DE000JK32S25
JP Morgan Call 225 ADI 20.09.2024/ DE000JK32S25 /
| 2024-05-31 10:01:41 AM |
Chg.- |
Bid8:21:39 AM |
Ask8:21:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
- |
2.09
Bid Size: 5,000 |
2.11
Ask Size: 5,000 |
Analog Devices Inc |
225.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK32S2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
1.22 |
| Break-even: |
228.22 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
6.73 |
| Rho: |
0.36 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.66% |
| 1 Month |
|
|
+162.69% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.62 |
| 1M High / 1M Low: |
2.59 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
