JP Morgan Put 320 AMGN 16.08.2024
/ DE000JK00XV3
JP Morgan Put 320 AMGN 16.08.2024/ DE000JK00XV3 /
| 2024-05-02 11:57:46 AM |
Chg.-0.03 |
Bid4:00:50 PM |
Ask4:00:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
-0.69% |
4.43
Bid Size: 30,000 |
4.45
Ask Size: 30,000 |
Amgen Inc |
320.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK00XV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
3.98 |
| Time value: |
0.34 |
| Break-even: |
255.39 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-4.43 |
| Rho: |
-0.68 |
Quote data
| Open: |
4.29 |
| High: |
4.29 |
| Low: |
4.29 |
| Previous Close: |
4.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.88% |
| 1 Month |
|
|
+4.13% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.07 |
4.32 |
| 1M High / 1M Low: |
5.49 |
4.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
