JP Morgan Call 280 AMG 21.06.2024
/ DE000JS9J3X5
JP Morgan Call 280 AMG 21.06.2024/ DE000JS9J3X5 /
| 2024-05-20 9:22:15 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
280.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS9J3X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.25 |
| Time value: |
2.93 |
| Break-even: |
311.80 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
8.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-0.95 |
| Omega: |
5.05 |
| Rho: |
0.06 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.82% |
| 3 Months |
|
|
+117.81% |
| YTD |
|
|
+40.09% |
| 1 Year |
|
|
+536.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.60 |
2.10 |
| 6M High / 6M Low: |
4.67 |
0.50 |
| High (YTD): |
2024-02-02 |
4.67 |
| Low (YTD): |
2024-04-19 |
0.50 |
| 52W High: |
2024-02-02 |
4.67 |
| 52W Low: |
2023-06-12 |
0.40 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.64 |
| Avg. volume 1Y: |
|
36.89 |
| Volatility 1M: |
|
335.32% |
| Volatility 6M: |
|
473.11% |
| Volatility 1Y: |
|
355.12% |
| Volatility 3Y: |
|
- |
