JP Morgan Call 315 AMGN 21.06.2024
/ DE000JB34658
JP Morgan Call 315 AMGN 21.06.202.../ DE000JB34658 /
| 2024-06-03 11:29:44 AM |
Chg.+0.050 |
Bid4:00:23 PM |
Ask4:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+20.83% |
0.400
Bid Size: 50,000 |
0.440
Ask Size: 50,000 |
Amgen Inc |
315.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB3465 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
315.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.84 |
| Time value: |
0.31 |
| Break-even: |
293.35 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.32 |
| Theta: |
-0.16 |
| Omega: |
28.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-67.78% |
| 3 Months |
|
|
-9.38% |
| YTD |
|
|
-63.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.140 |
| 1M High / 1M Low: |
0.920 |
0.140 |
| 6M High / 6M Low: |
2.490 |
0.075 |
| High (YTD): |
2024-02-05 |
2.490 |
| Low (YTD): |
2024-04-26 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
569.40% |
| Volatility 6M: |
|
889.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
