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JP Morgan Call 240 ADI 17.01.2025/  DE000JL05BZ7  /

EUWAX
2024-06-10  9:21:49 AM Chg.-0.17 Bid12:28:38 PM Ask12:28:38 PM Underlying Strike price Expiration date Option type
2.22EUR -7.11% 2.21
Bid Size: 5,000		 2.24
Ask Size: 5,000		 Analog Devices Inc 240.00 - 2025-01-17 Call
 

Master data

WKN: JL05BZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -2.22
Time value: 2.26
Break-even: 262.60
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 1.35%
Delta: 0.48
Theta: -0.07
Omega: 4.62
Rho: 0.49
 

Quote data

Open: 2.22
High: 2.22
Low: 2.22
Previous Close: 2.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month  
+111.43%
3 Months  
+100.00%
YTD  
+79.03%
1 Year  
+73.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.39 2.03
1M High / 1M Low: 2.66 1.05
6M High / 6M Low: 2.66 0.62
High (YTD): 2024-05-23 2.66
Low (YTD): 2024-04-23 0.62
52W High: 2024-05-23 2.66
52W Low: 2023-10-31 0.41
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.05
Avg. volume 1Y:   0.00
Volatility 1M:   382.13%
Volatility 6M:   226.30%
Volatility 1Y:   177.64%
Volatility 3Y:   -