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JP Morgan Call 290 AMG 21.06.2024/  DE000JS9J3Z0  /

EUWAX
5/29/2024  12:49:52 PM Chg.-0.61 Bid3:31:02 PM Ask3:31:02 PM Underlying Strike price Expiration date Option type
1.21EUR -33.52% 1.09
Bid Size: 5,000		 1.13
Ask Size: 5,000		 AMGEN INC. DL-... 290.00 - 6/21/2024 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: 6/21/2024
Issue date: 2/22/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.28
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.23
Parity: -1.34
Time value: 1.30
Break-even: 303.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.24
Spread abs.: 0.04
Spread %: 3.17%
Delta: 0.43
Theta: -0.40
Omega: 9.05
Rho: 0.07
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+195.12%
3 Months  
+28.72%
YTD
  -30.86%
1 Year  
+245.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.60
1M High / 1M Low: 2.89 0.41
6M High / 6M Low: 3.92 0.29
High (YTD): 2/2/2024 3.92
Low (YTD): 4/19/2024 0.29
52W High: 2/2/2024 3.92
52W Low: 4/19/2024 0.29
Avg. price 1W:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   1.25
Avg. volume 1Y:   0.00
Volatility 1M:   1,434.98%
Volatility 6M:   612.70%
Volatility 1Y:   456.14%
Volatility 3Y:   -