JP Morgan Put 270 AMGN 19.07.2024
/ DE000JB6YHX1
JP Morgan Put 270 AMGN 19.07.2024/ DE000JB6YHX1 /
| 2024-05-23 2:32:31 PM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+58.82% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB6YHX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-219.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-3.64 |
| Time value: |
0.13 |
| Break-even: |
248.12 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.04 |
| Spread %: |
49.43% |
| Delta: |
-0.09 |
| Theta: |
-0.04 |
| Omega: |
-19.09 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.62% |
| 1 Month |
|
|
-93.67% |
| 3 Months |
|
|
-90.90% |
| YTD |
|
|
-92.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.051 |
| 1M High / 1M Low: |
1.410 |
0.051 |
| 6M High / 6M Low: |
1.910 |
0.051 |
| High (YTD): |
2024-04-19 |
1.750 |
| Low (YTD): |
2024-05-22 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.46% |
| Volatility 6M: |
|
212.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
