JP Morgan Call 280 AMGN 19.07.2024
/ DE000JB6YHZ6
JP Morgan Call 280 AMGN 19.07.202.../ DE000JB6YHZ6 /
| 2024-05-24 10:38:44 AM |
Chg.-0.42 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-13.38% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB6YHZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
2.38 |
| Time value: |
0.41 |
| Break-even: |
286.03 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
8.45 |
| Rho: |
0.31 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.68% |
| 1 Month |
|
|
+216.28% |
| 3 Months |
|
|
+15.25% |
| YTD |
|
|
+11.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.72 |
| 1M High / 1M Low: |
4.03 |
0.86 |
| 6M High / 6M Low: |
4.84 |
0.76 |
| High (YTD): |
2024-02-05 |
4.84 |
| Low (YTD): |
2024-04-19 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
869.29% |
| Volatility 6M: |
|
373.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
