JP Morgan Call 230 AMG 21.06.2024
/ DE000JS9DXU3
JP Morgan Call 230 AMG 21.06.2024/ DE000JS9DXU3 /
| 5/20/2024 9:19:01 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
230.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/2/2023 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
5.00 |
| Implied volatility: |
3.04 |
| Historic volatility: |
0.23 |
| Parity: |
5.00 |
| Time value: |
2.72 |
| Break-even: |
307.20 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
42.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.74 |
| Theta: |
-2.41 |
| Omega: |
2.69 |
| Rho: |
0.03 |
Quote data
| Open: |
7.72 |
| High: |
7.72 |
| Low: |
7.72 |
| Previous Close: |
8.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.31% |
| 3 Months |
|
|
+63.91% |
| YTD |
|
|
+33.56% |
| 1 Year |
|
|
+367.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.15 |
7.35 |
| 6M High / 6M Low: |
8.83 |
3.32 |
| High (YTD): |
2/6/2024 |
8.83 |
| Low (YTD): |
4/19/2024 |
3.32 |
| 52W High: |
2/6/2024 |
8.83 |
| 52W Low: |
6/12/2023 |
1.65 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.77 |
| Avg. volume 6M: |
|
45.87 |
| Avg. price 1Y: |
|
4.67 |
| Avg. volume 1Y: |
|
45.83 |
| Volatility 1M: |
|
79.82% |
| Volatility 6M: |
|
150.01% |
| Volatility 1Y: |
|
129.11% |
| Volatility 3Y: |
|
- |
