JP Morgan Call 295 AMGN 21.06.2024
/ DE000JB3B8E4
JP Morgan Call 295 AMGN 21.06.202.../ DE000JB3B8E4 /
| 2024-05-17 1:54:40 PM |
Chg.-0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-2.21% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
295.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB3B8E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
1.61 |
| Time value: |
0.18 |
| Break-even: |
289.27 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.11% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
14.31 |
| Rho: |
0.22 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.92% |
| 1 Month |
|
|
+860.87% |
| 3 Months |
|
|
+95.58% |
| YTD |
|
|
+45.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.52 |
| 1M High / 1M Low: |
2.61 |
0.23 |
| 6M High / 6M Low: |
3.66 |
0.23 |
| High (YTD): |
2024-02-05 |
3.66 |
| Low (YTD): |
2024-04-19 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,504.51% |
| Volatility 6M: |
|
629.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
