JP Morgan Call 265 AMGN 17.05.2024
/ DE000JK57K15
JP Morgan Call 265 AMGN 17.05.202.../ DE000JK57K15 /
2024-05-10 1:57:52 PM |
Chg.+0.68 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.55EUR |
+17.57% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
265.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
JK57K1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
265.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.21 |
Intrinsic value: |
4.19 |
Implied volatility: |
1.22 |
Historic volatility: |
0.23 |
Parity: |
4.19 |
Time value: |
0.36 |
Break-even: |
291.52 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.35 |
Spread %: |
8.33% |
Delta: |
0.86 |
Theta: |
-0.86 |
Omega: |
5.45 |
Rho: |
0.03 |
Quote data
Open: |
4.55 |
High: |
4.55 |
Low: |
4.55 |
Previous Close: |
3.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+258.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.55 |
3.21 |
1M High / 1M Low: |
4.90 |
0.76 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
883.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |