JP Morgan Put 310 AMGN 21.06.2024
/ DE000JB97F31
JP Morgan Put 310 AMGN 21.06.2024/ DE000JB97F31 /
| 2024-05-28 9:31:16 AM |
Chg.-0.150 |
Bid1:20:08 PM |
Ask1:20:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-16.85% |
0.780
Bid Size: 7,500 |
0.820
Ask Size: 7,500 |
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: |
-39.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.34 |
| Break-even: |
278.22 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
-0.58 |
| Theta: |
-0.09 |
| Omega: |
-22.68 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.18% |
| 1 Month |
|
|
-81.59% |
| 3 Months |
|
|
-75.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.410 |
| 1M High / 1M Low: |
3.910 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
