JP Morgan Call 250 AMG 21.06.2024
/ DE000JS9TNR6
JP Morgan Call 250 AMG 21.06.2024/ DE000JS9TNR6 /
| 2024-05-20 9:23:44 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
250.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS9TNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.23 |
| Parity: |
3.16 |
| Time value: |
2.74 |
| Break-even: |
309.00 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
3.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.69 |
| Theta: |
-0.81 |
| Omega: |
3.31 |
| Rho: |
0.09 |
Quote data
| Open: |
5.90 |
| High: |
5.90 |
| Low: |
5.90 |
| Previous Close: |
6.21 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+165.77% |
| 3 Months |
|
|
+76.65% |
| YTD |
|
|
+39.48% |
| 1 Year |
|
|
+461.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.35 |
2.31 |
| 6M High / 6M Low: |
7.14 |
1.94 |
| High (YTD): |
2024-02-02 |
7.14 |
| Low (YTD): |
2024-04-19 |
1.94 |
| 52W High: |
2024-02-02 |
7.14 |
| 52W Low: |
2023-06-01 |
0.94 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
541.80% |
| Volatility 6M: |
|
219.05% |
| Volatility 1Y: |
|
184.22% |
| Volatility 3Y: |
|
- |
