JP Morgan Call 285 AMG 21.03.2025
/ DE000JK78Y97
JP Morgan Call 285 AMG 21.03.2025/ DE000JK78Y97 /
| 24/06/2024 12:22:31 |
Chg.-0.26 |
Bid20:05:31 |
Ask20:05:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
-5.98% |
4.68
Bid Size: 30,000 |
4.71
Ask Size: 30,000 |
AMGEN INC. DL-... |
285.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
JK78Y9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.33 |
| Time value: |
3.94 |
| Break-even: |
327.70 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
1.43% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
4.12 |
| Rho: |
0.99 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
4.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.36% |
| 1 Month |
|
|
-6.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
3.64 |
| 1M High / 1M Low: |
4.39 |
3.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
