JP Morgan Call 240 AMG 21.06.2024
/ DE000JS9TNQ8
JP Morgan Call 240 AMG 21.06.2024/ DE000JS9TNQ8 /
| 2024-05-20 9:23:44 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
240.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS9TNQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.22 |
| Parity: |
4.20 |
| Time value: |
2.61 |
| Break-even: |
308.10 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.73 |
| Theta: |
-0.75 |
| Omega: |
3.00 |
| Rho: |
0.10 |
Quote data
| Open: |
6.81 |
| High: |
6.81 |
| Low: |
6.81 |
| Previous Close: |
7.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+130.07% |
| 3 Months |
|
|
+42.47% |
| YTD |
|
|
+36.47% |
| 1 Year |
|
|
+400.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.81 |
6.81 |
| 1M High / 1M Low: |
7.28 |
3.07 |
| 6M High / 6M Low: |
8.01 |
2.63 |
| High (YTD): |
2024-02-02 |
8.01 |
| Low (YTD): |
2024-04-19 |
2.63 |
| 52W High: |
2024-02-02 |
8.01 |
| 52W Low: |
2023-06-01 |
1.22 |
| Avg. price 1W: |
|
6.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.85 |
| Avg. volume 1Y: |
|
25.80 |
| Volatility 1M: |
|
433.98% |
| Volatility 6M: |
|
178.55% |
| Volatility 1Y: |
|
153.90% |
| Volatility 3Y: |
|
- |
