JP Morgan Put 290 AMGN 20.09.2024
/ DE000JK0UR83
JP Morgan Put 290 AMGN 20.09.2024/ DE000JK0UR83 /
| 2024-05-02 11:52:04 AM |
Chg.-0.05 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-2.09% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
290.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK0UR8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.18 |
| Time value: |
1.23 |
| Break-even: |
246.52 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.18% |
| Delta: |
-0.52 |
| Theta: |
-0.05 |
| Omega: |
-5.63 |
| Rho: |
-0.62 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
+108.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.39 |
| 1M High / 1M Low: |
3.22 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
