JP Morgan Put 330 AMG 19.07.2024
/ DE000JK3F9Q3
JP Morgan Put 330 AMG 19.07.2024/ DE000JK3F9Q3 /
| 2024-04-24 8:52:35 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
330.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JK3F9Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
4.21 |
| Time value: |
1.16 |
| Break-even: |
276.30 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.17 |
| Spread %: |
-3.07% |
| Delta: |
-0.66 |
| Theta: |
-0.16 |
| Omega: |
-3.53 |
| Rho: |
-0.46 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.64 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+33.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.50 |
5.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
