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JP Morgan Call 250 ADI 21.06.2024/  DE000JS9TNJ3  /

EUWAX
2024-05-24  9:23:01 AM Chg.-0.250 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.190EUR -56.82% -
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: 142.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -3.56
Time value: 0.15
Break-even: 251.50
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 7.68
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.12
Theta: -0.10
Omega: 17.37
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month  
+475.76%
3 Months  
+160.27%
YTD
  -34.48%
1 Year
  -42.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.030
1M High / 1M Low: 0.440 0.015
6M High / 6M Low: 0.440 0.015
High (YTD): 2024-05-23 0.440
Low (YTD): 2024-05-02 0.015
52W High: 2023-08-01 0.860
52W Low: 2024-05-02 0.015
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   4,733.71%
Volatility 6M:   1,947.17%
Volatility 1Y:   1,377.55%
Volatility 3Y:   -