JP Morgan Call 220 ADI 21.02.2025
/ DE000JV8WR64
JP Morgan Call 220 ADI 21.02.2025/ DE000JV8WR64 /
| 24/01/2025 10:56:36 |
Chg.+0.14 |
Bid13:44:00 |
Ask13:44:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+12.84% |
1.24
Bid Size: 10,000 |
1.26
Ask Size: 10,000 |
Analog Devices Inc |
220.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JV8WR6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
06/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.80 |
| Time value: |
0.66 |
| Break-even: |
225.82 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.66 |
| Theta: |
-0.17 |
| Omega: |
9.85 |
| Rho: |
0.10 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+28.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
+14.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.82 |
| 1M High / 1M Low: |
1.15 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
1.15 |
| Low (YTD): |
13/01/2025 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |