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JP Morgan Call 260 ADI 17.01.2025/  DE000JL05C17  /

EUWAX
2024-05-17  9:06:48 AM Chg.-0.070 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.790EUR -8.14% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 260.00 - 2025-01-17 Call
 

Master data

WKN: JL05C1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.32
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -6.30
Time value: 0.81
Break-even: 268.10
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.59
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.26
Theta: -0.04
Omega: 6.21
Rho: 0.28
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.40%
1 Month  
+68.09%
3 Months  
+79.55%
YTD  
+1.28%
1 Year
  -28.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.680
1M High / 1M Low: 0.860 0.350
6M High / 6M Low: 0.860 0.350
High (YTD): 2024-05-16 0.860
Low (YTD): 2024-04-23 0.350
52W High: 2023-08-01 1.280
52W Low: 2023-11-01 0.240
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   0.000
Volatility 1M:   237.34%
Volatility 6M:   204.59%
Volatility 1Y:   173.61%
Volatility 3Y:   -