JP Morgan Call 220 ADI 20.06.2025
/ DE000JK00YN8
JP Morgan Call 220 ADI 20.06.2025/ DE000JK00YN8 /
| 2024-12-23 12:20:14 PM |
Chg.+0.30 |
Bid4:48:49 PM |
Ask4:48:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+18.87% |
1.84
Bid Size: 50,000 |
1.86
Ask Size: 50,000 |
Analog Devices Inc |
220.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK00YN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
11.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.79 |
| Time value: |
1.79 |
| Break-even: |
228.79 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.63% |
| Delta: |
0.51 |
| Theta: |
-0.06 |
| Omega: |
5.78 |
| Rho: |
0.42 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.85% |
| 1 Month |
|
|
-12.09% |
| 3 Months |
|
|
-39.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.59 |
| 1M High / 1M Low: |
2.61 |
1.59 |
| 6M High / 6M Low: |
4.23 |
1.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.65% |
| Volatility 6M: |
|
122.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
