JP Morgan Call 230 ADI 20.06.2025
/ DE000JK01HX0
JP Morgan Call 230 ADI 20.06.2025/ DE000JK01HX0 /
| 05/07/2024 11:16:09 |
Chg.- |
Bid09:18:06 |
Ask09:18:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
- |
3.13
Bid Size: 5,000 |
3.18
Ask Size: 5,000 |
Analog Devices Inc |
230.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK01HX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
3.11 |
| Break-even: |
244.36 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.59% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
4.08 |
| Rho: |
0.94 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-16.39% |
| 3 Months |
|
|
+77.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.84 |
| 1M High / 1M Low: |
3.85 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
