OverviewChartNewsTraderScreen

JP Morgan Call 290 AMG 21.06.2024/  DE000JS9J3Z0  /

EUWAX
2024-05-13  9:38:43 AM Chg.-0.29 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.98EUR -12.78% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 290.00 - 2024-06-21 Call
 

Master data

WKN: JS9J3Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.23
Parity: -0.20
Time value: 2.05
Break-even: 310.50
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 1.02
Spread abs.: 0.04
Spread %: 1.99%
Delta: 0.53
Theta: -0.28
Omega: 7.44
Rho: 0.14
 

Quote data

Open: 2.27
High: 2.27
Low: 1.98
Previous Close: 2.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month  
+280.77%
3 Months  
+7.61%
YTD  
+13.14%
1 Year  
+204.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.40 1.37
1M High / 1M Low: 2.89 0.29
6M High / 6M Low: 3.92 0.29
High (YTD): 2024-02-02 3.92
Low (YTD): 2024-04-19 0.29
52W High: 2024-02-02 3.92
52W Low: 2024-04-19 0.29
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.46
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   0.00
Volatility 1M:   1,517.18%
Volatility 6M:   611.42%
Volatility 1Y:   457.02%
Volatility 3Y:   -