JP Morgan Call 200 ADI 20.06.2025
/ DE000JK01HW2
JP Morgan Call 200 ADI 20.06.2025/ DE000JK01HW2 /
| 19/06/2024 12:23:42 |
Chg.- |
Bid22:00:46 |
Ask22:00:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
200.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
JK01HW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
29/01/2024 |
| Last trading day: |
25/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
1.30 |
| Time value: |
4.10 |
| Break-even: |
254.00 |
| Moneyness: |
1.07 |
| Premium: |
0.19 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.30 |
| Spread %: |
5.88% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
2.66 |
| Rho: |
0.86 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.95% |
| 3 Months |
|
|
+98.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.52 |
4.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
