JP Morgan Call 295 AMGN 21.06.2024
/ DE000JB3B8E4
JP Morgan Call 295 AMGN 21.06.202.../ DE000JB3B8E4 /
| 2024-06-11 10:51:39 AM |
Chg.-0.12 |
Bid5:22:57 PM |
Ask5:22:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-10.43% |
0.74
Bid Size: 50,000 |
0.78
Ask Size: 50,000 |
Amgen Inc |
295.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB3B8E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
0.90 |
| Time value: |
0.11 |
| Break-even: |
284.20 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
23.50 |
| Rho: |
0.06 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.68% |
| 1 Month |
|
|
-46.91% |
| 3 Months |
|
|
+66.13% |
| YTD |
|
|
-32.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.15 |
| 1M High / 1M Low: |
2.26 |
0.74 |
| 6M High / 6M Low: |
3.66 |
0.23 |
| High (YTD): |
2024-02-05 |
3.66 |
| Low (YTD): |
2024-04-19 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
476.19 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
80.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.49% |
| Volatility 6M: |
|
636.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
