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JP Morgan Call 230 AMG 21.06.2024/  DE000JS9DXU3  /

EUWAX
20/05/2024  09:19:01 Chg.-0.34 Bid10:30:03 Ask10:30:03 Underlying Strike price Expiration date Option type
7.72EUR -4.22% 7.73
Bid Size: 1,000		 -
Ask Size: -		 AMGEN INC. DL-... 230.00 - 21/06/2024 Call
 

Master data

WKN: JS9DXU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 21/06/2024
Issue date: 02/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.74
Implied volatility: 1.52
Historic volatility: 0.22
Parity: 5.74
Time value: 2.32
Break-even: 310.60
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 1.42
Spread abs.: 0.36
Spread %: 4.68%
Delta: 0.77
Theta: -0.63
Omega: 2.73
Rho: 0.12
 

Quote data

Open: 7.72
High: 7.72
Low: 7.72
Previous Close: 8.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.90%
1 Month  
+132.53%
3 Months  
+41.39%
YTD  
+33.56%
1 Year  
+269.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.15 7.35
1M High / 1M Low: 8.20 3.74
6M High / 6M Low: 8.83 3.32
High (YTD): 06/02/2024 8.83
Low (YTD): 19/04/2024 3.32
52W High: 06/02/2024 8.83
52W Low: 12/06/2023 1.65
Avg. price 1W:   7.69
Avg. volume 1W:   0.00
Avg. price 1M:   6.08
Avg. volume 1M:   263.16
Avg. price 6M:   5.57
Avg. volume 6M:   40.32
Avg. price 1Y:   4.50
Avg. volume 1Y:   50
Volatility 1M:   298.03%
Volatility 6M:   141.85%
Volatility 1Y:   127.84%
Volatility 3Y:   -