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JP Morgan Put 220 AMG 21.06.2024/  DE000JS9TNM7  /

EUWAX
2024-05-14  9:27:25 AM Chg.-0.001 Bid6:07:23 PM Ask6:07:23 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.004
Bid Size: 7,500		 0.054
Ask Size: 7,500		 AMGEN INC. DL-... 220.00 - 2024-06-21 Put
 

Master data

WKN: JS9TNM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -304.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -6.58
Time value: 0.09
Break-even: 219.06
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 6.51
Spread abs.: 0.09
Spread %: 2,250.00%
Delta: -0.05
Theta: -0.06
Omega: -13.81
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -96.67%
3 Months
  -96.36%
YTD
  -98.00%
1 Year
  -99.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.005
1M High / 1M Low: 0.150 0.005
6M High / 6M Low: 0.480 0.005
High (YTD): 2024-01-05 0.170
Low (YTD): 2024-05-13 0.005
52W High: 2023-06-01 2.270
52W Low: 2024-05-13 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   381.97%
Volatility 6M:   243.50%
Volatility 1Y:   191.91%
Volatility 3Y:   -