JP Morgan Put 310 AMGN 21.06.2024
/ DE000JB97F31
JP Morgan Put 310 AMGN 21.06.2024/ DE000JB97F31 /
| 2024-06-03 10:01:22 AM |
Chg.-0.37 |
Bid4:20:47 PM |
Ask4:20:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.68EUR |
-35.24% |
0.50
Bid Size: 50,000 |
0.54
Ask Size: 50,000 |
Amgen Inc |
310.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB97F3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.38 |
| Time value: |
0.34 |
| Break-even: |
278.46 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
-0.59 |
| Theta: |
-0.13 |
| Omega: |
-23.03 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.68 |
| High: |
0.68 |
| Low: |
0.68 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.60% |
| 1 Month |
|
|
-13.92% |
| 3 Months |
|
|
-80.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.74 |
| 1M High / 1M Low: |
1.36 |
0.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
