JP Morgan Call 260 AMG 21.06.2024
/ DE000JS9TNS4
JP Morgan Call 260 AMG 21.06.2024/ DE000JS9TNS4 /
| 2024-05-20 9:23:44 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS9TNS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.23 |
| Parity: |
2.20 |
| Time value: |
2.79 |
| Break-even: |
309.90 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.66 |
| Theta: |
-0.74 |
| Omega: |
3.73 |
| Rho: |
0.09 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
5.30 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+217.83% |
| 3 Months |
|
|
+56.43% |
| YTD |
|
|
+41.76% |
| 1 Year |
|
|
+523.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.99 |
4.99 |
| 1M High / 1M Low: |
5.44 |
1.65 |
| 6M High / 6M Low: |
6.76 |
1.35 |
| High (YTD): |
2024-02-05 |
6.76 |
| Low (YTD): |
2024-04-19 |
1.35 |
| 52W High: |
2024-02-05 |
6.76 |
| 52W Low: |
2023-06-01 |
0.71 |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.30 |
| Avg. volume 6M: |
|
16.67 |
| Avg. price 1Y: |
|
2.62 |
| Avg. volume 1Y: |
|
8 |
| Volatility 1M: |
|
694.41% |
| Volatility 6M: |
|
273.50% |
| Volatility 1Y: |
|
222.53% |
| Volatility 3Y: |
|
- |
