JP Morgan Call 270 AMGN 16.08.2024
/ DE000JK4JYS1
JP Morgan Call 270 AMGN 16.08.202.../ DE000JK4JYS1 /
| 5/23/2024 12:46:15 PM |
Chg.-0.37 |
Bid1:37:35 PM |
Ask1:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
-8.10% |
4.22
Bid Size: 5,000 |
4.26
Ask Size: 5,000 |
Amgen Inc |
270.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK4JYS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.23 |
| Parity: |
3.64 |
| Time value: |
0.22 |
| Break-even: |
288.03 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
1.00 |
| Theta: |
-0.03 |
| Omega: |
7.37 |
| Rho: |
0.57 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+124.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.39 |
| 1M High / 1M Low: |
4.80 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
