JP Morgan Put 270 AMGN 17.01.2025
/ DE000JB2SH78
JP Morgan Put 270 AMGN 17.01.2025/ DE000JB2SH78 /
| 2024-05-02 2:15:47 PM |
Chg.-0.08 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-3.90% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2SH7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.69 |
| Time value: |
2.03 |
| Break-even: |
231.59 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.40% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-4.68 |
| Rho: |
-0.82 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.22% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
+56.35% |
| YTD |
|
|
-4.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.05 |
| 1M High / 1M Low: |
2.66 |
1.78 |
| 6M High / 6M Low: |
3.12 |
1.20 |
| High (YTD): |
2024-04-19 |
2.66 |
| Low (YTD): |
2024-02-05 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.40% |
| Volatility 6M: |
|
87.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
