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JP Morgan Call 280 AMG 21.06.2024/  DE000JS9J3X5  /

EUWAX
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: 8.87
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.20
Implied volatility: 1.00
Historic volatility: 0.22
Parity: 0.20
Time value: 2.98
Break-even: 311.80
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 2.90
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.57
Theta: -0.57
Omega: 5.04
Rho: 0.10
 

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
  -11.67%
1 Month  
+389.23%
3 Months  
+50.71%
YTD  
+40.09%
1 Year  
+606.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.18 3.18
1M High / 1M Low: 3.69 0.65
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:   3.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   1.61
Avg. volume 1Y:   36
Volatility 1M:   1,183.60%
Volatility 6M:   462.10%
Volatility 1Y:   351.54%
Volatility 3Y:   -