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JP Morgan Call 250 ADI 21.06.2024/  DE000JS9TNJ3  /

EUWAX
2024-05-17  9:33:52 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.038EUR -34.48% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 250.00 - 2024-06-21 Call
 

Master data

WKN: JS9TNJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 259.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.23
Parity: -5.30
Time value: 0.08
Break-even: 250.76
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 12.36
Spread abs.: 0.04
Spread %: 111.11%
Delta: 0.06
Theta: -0.05
Omega: 16.53
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.74%
1 Month  
+22.58%
3 Months
  -57.78%
YTD
  -86.90%
1 Year
  -95.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.029
1M High / 1M Low: 0.058 0.015
6M High / 6M Low: 0.300 0.015
High (YTD): 2024-01-23 0.220
Low (YTD): 2024-05-02 0.015
52W High: 2023-05-22 0.880
52W Low: 2024-05-02 0.015
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   476.33%
Volatility 6M:   413.92%
Volatility 1Y:   331.21%
Volatility 3Y:   -