JP Morgan Call 355 AMGN 20.09.2024
/ DE000JK2LQ26
JP Morgan Call 355 AMGN 20.09.202.../ DE000JK2LQ26 /
| 2024-05-31 12:17:31 PM |
Chg.+0.090 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+64.29% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
355.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2LQ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-4.53 |
| Time value: |
0.26 |
| Break-even: |
329.82 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
16.33 |
| Rho: |
0.12 |
Quote data
| Open: |
0.200 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.760 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,732.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
