JP Morgan Put 310 AMGN 19.07.2024
/ DE000JB9EZ59
JP Morgan Put 310 AMGN 19.07.2024/ DE000JB9EZ59 /
| 2024-05-28 9:31:48 AM |
Chg.-0.14 |
Bid2:39:07 PM |
Ask2:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-12.84% |
1.01
Bid Size: 7,500 |
1.05
Ask Size: 7,500 |
Amgen Inc |
310.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB9EZ5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.55 |
| Break-even: |
276.12 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
-0.53 |
| Theta: |
-0.06 |
| Omega: |
-16.07 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.79% |
| 1 Month |
|
|
-76.66% |
| 3 Months |
|
|
-69.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.61 |
| 1M High / 1M Low: |
3.96 |
0.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
