JP Morgan Call 270 AMGN 17.05.2024
/ DE000JK5KS89
JP Morgan Call 270 AMGN 17.05.202.../ DE000JK5KS89 /
| 2024-05-13 12:38:31 PM |
Chg.-0.27 |
Bid3:32:28 PM |
Ask3:32:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
-6.67% |
3.75
Bid Size: 500 |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK5KS8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.23 |
| Parity: |
3.73 |
| Time value: |
0.32 |
| Break-even: |
291.19 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.32 |
| Spread %: |
8.58% |
| Delta: |
0.86 |
| Theta: |
-1.15 |
| Omega: |
6.10 |
| Rho: |
0.02 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
4.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+285.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
2.87 |
| 1M High / 1M Low: |
4.17 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
138.89 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,043.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
