JP Morgan Call 275 AMGN 20.09.2024
/ DE000JK3USA0
JP Morgan Call 275 AMGN 20.09.202.../ DE000JK3USA0 /
| 2024-05-23 10:38:40 AM |
Chg.-0.31 |
Bid11:05:28 AM |
Ask11:05:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
-7.36% |
3.86
Bid Size: 3,000 |
3.90
Ask Size: 3,000 |
Amgen Inc |
275.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK3USA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
3.18 |
| Time value: |
0.41 |
| Break-even: |
289.88 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.04% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
7.38 |
| Rho: |
0.75 |
Quote data
| Open: |
3.90 |
| High: |
3.90 |
| Low: |
3.90 |
| Previous Close: |
4.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.49% |
| 1 Month |
|
|
+128.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.11 |
| 1M High / 1M Low: |
4.82 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
552.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
