JP Morgan Call 270 AMG 18.10.2024
/ DE000JK5USS7
JP Morgan Call 270 AMG 18.10.2024/ DE000JK5USS7 /
| 20/06/2024 10:29:43 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
18/10/2024 |
Call |
Master data
| WKN: |
JK5USS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
1.82 |
| Time value: |
2.16 |
| Break-even: |
309.80 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
0.67 |
| Theta: |
-0.13 |
| Omega: |
4.83 |
| Rho: |
0.49 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.87% |
| 1 Month |
|
|
-12.61% |
| 3 Months |
|
|
+55.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.30 |
| 1M High / 1M Low: |
4.44 |
3.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
