JP Morgan Put 280 AMGN 17.05.2024
/ DE000JK2PHU3
JP Morgan Put 280 AMGN 17.05.2024/ DE000JK2PHU3 /
| 2024-04-30 12:49:21 PM |
Chg.- |
Bid10:00:29 AM |
Ask10:00:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
1.020
Bid Size: 5,000 |
1.040
Ask Size: 5,000 |
Amgen Inc |
280.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK2PHU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.87 |
| Break-even: |
250.07 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
-0.51 |
| Theta: |
-0.32 |
| Omega: |
-11.84 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.01% |
| 1 Month |
|
|
+18.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
0.980 |
| 1M High / 1M Low: |
2.030 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.275 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
