JP Morgan Put 170 ADI 20.06.2025
/ DE000JK00YL2
JP Morgan Put 170 ADI 20.06.2025/ DE000JK00YL2 /
| 2024-05-16 12:38:01 PM |
Chg.-0.090 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
170.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK00YL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-4.20 |
| Time value: |
0.90 |
| Break-even: |
147.13 |
| Moneyness: |
0.79 |
| Premium: |
0.26 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
4.65% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-3.94 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.42% |
| 1 Month |
|
|
-44.81% |
| 3 Months |
|
|
-49.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.940 |
| 1M High / 1M Low: |
1.680 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
