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JP Morgan Call 310 AMG 17.01.2025/  DE000JL0TKN7  /

EUWAX
2024-09-26  9:21:29 AM Chg.-0.55 Bid2:03:45 PM Ask2:03:45 PM Underlying Strike price Expiration date Option type
2.56EUR -17.68% 2.46
Bid Size: 7,500		 2.48
Ask Size: 7,500		 AMGEN INC. DL-... 310.00 - 2025-01-17 Call
 

Master data

WKN: JL0TKN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.52
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -2.89
Time value: 2.44
Break-even: 334.40
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 1.24%
Delta: 0.45
Theta: -0.16
Omega: 5.16
Rho: 0.31
 

Quote data

Open: 2.56
High: 2.56
Low: 2.56
Previous Close: 3.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.03%
1 Month
  -27.68%
3 Months
  -16.88%
YTD  
+7.11%
1 Year  
+41.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.94 3.11
1M High / 1M Low: 3.94 2.99
6M High / 6M Low: 4.22 0.98
High (YTD): 2024-02-06 4.30
Low (YTD): 2024-04-19 0.98
52W High: 2024-02-06 4.30
52W Low: 2024-04-19 0.98
Avg. price 1W:   3.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.84
Avg. volume 6M:   0.00
Avg. price 1Y:   2.52
Avg. volume 1Y:   0.00
Volatility 1M:   99.72%
Volatility 6M:   253.22%
Volatility 1Y:   201.80%
Volatility 3Y:   -