JP Morgan Call 250 ADI 16.01.2026
/ DE000JK520L2
JP Morgan Call 250 ADI 16.01.2026/ DE000JK520L2 /
2024-07-29 8:23:48 AM |
Chg.+0.25 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.10EUR |
+8.77% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK520L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-2.17 |
Time value: |
3.12 |
Break-even: |
261.55 |
Moneyness: |
0.91 |
Premium: |
0.25 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.09 |
Spread %: |
2.97% |
Delta: |
0.54 |
Theta: |
-0.04 |
Omega: |
3.62 |
Rho: |
1.20 |
Quote data
Open: |
3.10 |
High: |
3.10 |
Low: |
3.10 |
Previous Close: |
2.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.62% |
1 Month |
|
|
-2.82% |
3 Months |
|
|
+40.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.43 |
2.85 |
1M High / 1M Low: |
3.79 |
2.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |