JP Morgan Call 220 AMG 17.01.2025
/ DE000JL4N812
JP Morgan Call 220 AMG 17.01.2025/ DE000JL4N812 /
| 2024-05-30 2:08:15 PM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.97EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
220.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL4N81 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.35 |
| Intrinsic value: |
6.83 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
6.83 |
| Time value: |
1.17 |
| Break-even: |
300.00 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.38% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.11 |
| Rho: |
0.96 |
Quote data
| Open: |
7.97 |
| High: |
7.97 |
| Low: |
7.97 |
| Previous Close: |
7.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
+28.55% |
| YTD |
|
|
+8.88% |
| 1 Year |
|
|
+136.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.55 |
7.76 |
| 6M High / 6M Low: |
10.24 |
5.06 |
| High (YTD): |
2024-02-06 |
10.24 |
| Low (YTD): |
2024-04-19 |
5.06 |
| 52W High: |
2024-02-06 |
10.24 |
| 52W Low: |
2023-07-10 |
2.76 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.70% |
| Volatility 6M: |
|
113.59% |
| Volatility 1Y: |
|
97.70% |
| Volatility 3Y: |
|
- |
