JP Morgan Call 265 AMG 19.07.2024
/ DE000JB64Z51
JP Morgan Call 265 AMG 19.07.2024/ DE000JB64Z51 /
| 2024-05-20 12:57:58 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
265.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB64Z5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.23 |
| Parity: |
1.85 |
| Time value: |
2.84 |
| Break-even: |
311.90 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.65 |
| Theta: |
-0.33 |
| Omega: |
3.93 |
| Rho: |
0.21 |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
4.69 |
| Previous Close: |
4.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.09% |
| 1 Month |
|
|
+150.80% |
| 3 Months |
|
|
+58.45% |
| YTD |
|
|
+42.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.69 |
| 1M High / 1M Low: |
5.13 |
1.53 |
| 6M High / 6M Low: |
6.04 |
1.30 |
| High (YTD): |
2024-02-02 |
6.04 |
| Low (YTD): |
2024-04-19 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
653.04% |
| Volatility 6M: |
|
272.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
