JP Morgan Put 270 AMGN 17.01.2025
/ DE000JB2SH78
JP Morgan Put 270 AMGN 17.01.2025/ DE000JB2SH78 /
| 2024-05-28 9:54:27 AM |
Chg.-0.06 |
Bid4:32:08 PM |
Ask4:32:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-5.13% |
1.25
Bid Size: 50,000 |
1.27
Ask Size: 50,000 |
Amgen Inc |
270.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2SH7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-3.30 |
| Time value: |
1.28 |
| Break-even: |
235.79 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.20 |
| Spread %: |
18.52% |
| Delta: |
-0.25 |
| Theta: |
-0.04 |
| Omega: |
-5.41 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-53.94% |
| 3 Months |
|
|
-47.14% |
| YTD |
|
|
-46.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.99 |
| 1M High / 1M Low: |
2.23 |
0.93 |
| 6M High / 6M Low: |
2.87 |
0.93 |
| High (YTD): |
2024-04-19 |
2.66 |
| Low (YTD): |
2024-05-16 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.08% |
| Volatility 6M: |
|
118.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
