JP Morgan Call 295 AMGN 21.06.2024
/ DE000JB3B8E4
JP Morgan Call 295 AMGN 21.06.202.../ DE000JB3B8E4 /
| 31/05/2024 10:59:24 |
Chg.+0.41 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+55.41% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
295.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
0.22 |
| Break-even: |
284.09 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
18.39 |
| Rho: |
0.12 |
Quote data
| Open: |
1.17 |
| High: |
1.21 |
| Low: |
1.11 |
| Previous Close: |
0.74 |
| Turnover: |
11,725 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.33% |
| 1 Month |
|
|
+125.49% |
| 3 Months |
|
|
+85.48% |
| YTD |
|
|
-24.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.74 |
| 1M High / 1M Low: |
2.61 |
0.51 |
| 6M High / 6M Low: |
3.66 |
0.23 |
| High (YTD): |
05/02/2024 |
3.66 |
| Low (YTD): |
19/04/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
476.19 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
81.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,502.31% |
| Volatility 6M: |
|
637.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
