JP Morgan Call 410 AMGN 16.01.2026
/ DE000JK71DL7
JP Morgan Call 410 AMGN 16.01.202.../ DE000JK71DL7 /
2024-06-07 8:39:49 AM |
Chg.-0.06 |
Bid8:10:29 PM |
Ask8:10:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.48EUR |
-3.90% |
1.48 Bid Size: 25,000 |
1.53 Ask Size: 25,000 |
Amgen Inc |
410.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK71DL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-05-07 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-9.58 |
Time value: |
1.56 |
Break-even: |
392.03 |
Moneyness: |
0.75 |
Premium: |
0.40 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
6.12% |
Delta: |
0.30 |
Theta: |
-0.04 |
Omega: |
5.45 |
Rho: |
1.12 |
Quote data
Open: |
1.48 |
High: |
1.48 |
Low: |
1.48 |
Previous Close: |
1.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.96% |
1 Month |
|
|
+9.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.57 |
1.41 |
1M High / 1M Low: |
1.95 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |