JP Morgan Call 270 AMGN 17.05.2024
/ DE000JK5KS89
JP Morgan Call 270 AMGN 17.05.202.../ DE000JK5KS89 /
| 2024-04-30 9:42:16 AM |
Chg.+0.32 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+31.68% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK5KS8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.37 |
| Time value: |
0.65 |
| Break-even: |
263.34 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.60 |
| Theta: |
-0.26 |
| Omega: |
15.03 |
| Rho: |
0.06 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.33 |
| Previous Close: |
1.01 |
| Turnover: |
665 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.47% |
| 1 Month |
|
|
-35.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
0.80 |
| 1M High / 1M Low: |
1.85 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
214.29 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
