JP Morgan Call 270 AMG 21.06.2024
/ DE000JS9J3Y3
JP Morgan Call 270 AMG 21.06.2024/ DE000JS9J3Y3 /
| 20/05/2024 09:22:15 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JS9J3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
22/02/2023 |
| Last trading day: |
24/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.22 |
| Parity: |
1.24 |
| Time value: |
2.84 |
| Break-even: |
310.80 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
13.76 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.62 |
| Theta: |
-1.30 |
| Omega: |
4.29 |
| Rho: |
0.05 |
Quote data
| Open: |
4.08 |
| High: |
4.08 |
| Low: |
4.08 |
| Previous Close: |
4.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.49% |
| 3 Months |
|
|
+158.23% |
| YTD |
|
|
+42.66% |
| 1 Year |
|
|
+591.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.51 |
3.61 |
| 6M High / 6M Low: |
5.46 |
0.82 |
| High (YTD): |
02/02/2024 |
5.46 |
| Low (YTD): |
19/04/2024 |
0.82 |
| 52W High: |
02/02/2024 |
5.46 |
| 52W Low: |
12/06/2023 |
0.55 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
29.36 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
13.39 |
| Volatility 1M: |
|
156.85% |
| Volatility 6M: |
|
364.11% |
| Volatility 1Y: |
|
278.43% |
| Volatility 3Y: |
|
- |
