JP Morgan Call 265 AMG 21.06.2024
/ DE000JL738Y2
JP Morgan Call 265 AMG 21.06.2024/ DE000JL738Y2 /
| 5/17/2024 12:00:00 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
265.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JL738Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.22 |
| Parity: |
1.74 |
| Time value: |
3.07 |
| Break-even: |
313.10 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
17.15 |
| Spread abs.: |
0.30 |
| Spread %: |
6.65% |
| Delta: |
0.64 |
| Theta: |
-1.46 |
| Omega: |
3.76 |
| Rho: |
0.05 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
5.08 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
+167.22% |
| YTD |
|
|
+52.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.08 |
4.07 |
| 6M High / 6M Low: |
5.98 |
1.03 |
| High (YTD): |
2/6/2024 |
5.98 |
| Low (YTD): |
4/19/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
28.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.55% |
| Volatility 6M: |
|
285.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
