JP Morgan Call 270 AMG 21.06.2024
/ DE000JS9J3Y3
JP Morgan Call 270 AMG 21.06.2024/ DE000JS9J3Y3 /
2024-05-20 9:22:15 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.08EUR |
- |
- Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS9J3Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-05-24 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.20 |
Implied volatility: |
1.14 |
Historic volatility: |
0.22 |
Parity: |
1.20 |
Time value: |
2.88 |
Break-even: |
310.80 |
Moneyness: |
1.04 |
Premium: |
0.10 |
Premium p.a.: |
2.73 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
0.62 |
Theta: |
-0.63 |
Omega: |
4.28 |
Rho: |
0.10 |
Quote data
Open: |
4.08 |
High: |
4.08 |
Low: |
4.08 |
Previous Close: |
4.50 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-9.33% |
1 Month |
|
|
+292.31% |
3 Months |
|
|
+47.83% |
YTD |
|
|
+42.66% |
1 Year |
|
|
+568.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.08 |
4.08 |
1M High / 1M Low: |
4.51 |
1.04 |
6M High / 6M Low: |
5.46 |
0.82 |
High (YTD): |
2024-02-02 |
5.46 |
Low (YTD): |
2024-04-19 |
0.82 |
52W High: |
2024-02-02 |
5.46 |
52W Low: |
2023-06-12 |
0.55 |
Avg. price 1W: |
|
4.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.18 |
Avg. volume 1M: |
|
213.33 |
Avg. price 6M: |
|
2.62 |
Avg. volume 6M: |
|
26.89 |
Avg. price 1Y: |
|
2.06 |
Avg. volume 1Y: |
|
12.80 |
Volatility 1M: |
|
870.46% |
Volatility 6M: |
|
349.98% |
Volatility 1Y: |
|
273.60% |
Volatility 3Y: |
|
- |