JP Morgan Call 235 ADI 21.03.2025
/ DE000JT8LE25
JP Morgan Call 235 ADI 21.03.2025/ DE000JT8LE25 /
| 2024-12-23 8:42:50 AM |
Chg.+0.140 |
Bid12:45:08 PM |
Ask12:45:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+23.33% |
0.700
Bid Size: 10,000 |
0.720
Ask Size: 10,000 |
Analog Devices Inc |
235.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JT8LE2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-2.23 |
| Time value: |
0.67 |
| Break-even: |
231.95 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
9.66 |
| Rho: |
0.14 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.91% |
| 1 Month |
|
|
-27.45% |
| 3 Months |
|
|
-61.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.600 |
| 1M High / 1M Low: |
1.500 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
