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JP Morgan Call 270 AMG 21.06.2024/  DE000JS9J3Y3  /

EUWAX
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:   -