JP Morgan Call 280 ADI 17.01.2025
/ DE000JT0G006
JP Morgan Call 280 ADI 17.01.2025/ DE000JT0G006 /
| 2024-09-05 1:21:46 PM |
Chg.+0.080 |
Bid4:50:14 PM |
Ask4:50:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+27.59% |
0.300
Bid Size: 30,000 |
0.320
Ask Size: 30,000 |
Analog Devices Inc |
280.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT0G00 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-5.25 |
| Time value: |
0.40 |
| Break-even: |
256.70 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
9.24 |
| Rho: |
0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
-56.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.290 |
| 1M High / 1M Low: |
0.520 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
