JP Morgan Put 280 AMGN 17.01.2025
/ DE000JB3RT33
JP Morgan Put 280 AMGN 17.01.2025/ DE000JB3RT33 /
| 2024-05-27 2:27:57 PM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+2.14% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB3RT3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-2.38 |
| Time value: |
1.33 |
| Break-even: |
244.87 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
-0.28 |
| Theta: |
-0.04 |
| Omega: |
-5.90 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.40% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-34.70% |
| YTD |
|
|
-41.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.21 |
| 1M High / 1M Low: |
2.80 |
1.21 |
| 6M High / 6M Low: |
3.31 |
1.21 |
| High (YTD): |
2024-04-19 |
3.13 |
| Low (YTD): |
2024-05-22 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
40.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.97% |
| Volatility 6M: |
|
108.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
