JP Morgan Call 320 AMGN 21.06.2024
/ DE000JB2J162
JP Morgan Call 320 AMGN 21.06.202.../ DE000JB2J162 /
| 2024-05-24 10:58:55 AM |
Chg.-0.140 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-41.18% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
320.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB2J16 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
127.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-1.31 |
| Time value: |
0.22 |
| Break-even: |
297.22 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.04 |
| Spread %: |
20.00% |
| Delta: |
0.24 |
| Theta: |
-0.10 |
| Omega: |
30.44 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
+277.36% |
| 3 Months |
|
|
-59.18% |
| YTD |
|
|
-70.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.200 |
| 1M High / 1M Low: |
0.750 |
0.053 |
| 6M High / 6M Low: |
2.160 |
0.053 |
| High (YTD): |
2024-02-06 |
2.160 |
| Low (YTD): |
2024-04-26 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,709.60% |
| Volatility 6M: |
|
1,098.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
