JP Morgan Put 310 AMGN 17.01.2025
/ DE000JB94KH1
JP Morgan Put 310 AMGN 17.01.2025/ DE000JB94KH1 /
| 2024-06-07 9:55:10 AM |
Chg.+0.01 |
Bid10:24:44 AM |
Ask10:24:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+0.41% |
2.40
Bid Size: 5,000 |
2.43
Ask Size: 5,000 |
Amgen Inc |
310.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB94KH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.40 |
| Time value: |
2.11 |
| Break-even: |
259.52 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.21% |
| Delta: |
-0.44 |
| Theta: |
-0.04 |
| Omega: |
-4.90 |
| Rho: |
-0.91 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
-16.84% |
| 3 Months |
|
|
-39.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.40 |
| 1M High / 1M Low: |
3.00 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
