JP Morgan Call 260 ADI 21.03.2025
/ DE000JT4ZJ85
JP Morgan Call 260 ADI 21.03.2025/ DE000JT4ZJ85 /
| 1/23/2025 12:51:24 PM |
Chg.0.000 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
260.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT4ZJ8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-3.45 |
| Time value: |
0.19 |
| Break-even: |
251.73 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.14 |
| Theta: |
-0.06 |
| Omega: |
16.11 |
| Rho: |
0.05 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
-84.76% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
1.640 |
0.140 |
| High (YTD): |
1/9/2025 |
0.260 |
| Low (YTD): |
1/16/2025 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.69% |
| Volatility 6M: |
|
224.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |