JP Morgan Put 230 AMG 21.06.2024
/ DE000JS9TNN5
JP Morgan Put 230 AMG 21.06.2024/ DE000JS9TNN5 /
2024-05-13 9:42:40 AM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... |
230.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS9TNN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-331.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.23 |
Parity: |
-5.80 |
Time value: |
0.09 |
Break-even: |
229.13 |
Moneyness: |
0.80 |
Premium: |
0.20 |
Premium p.a.: |
4.70 |
Spread abs.: |
0.08 |
Spread %: |
1,142.86% |
Delta: |
-0.05 |
Theta: |
-0.05 |
Omega: |
-15.88 |
Rho: |
-0.02 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-57.14% |
1 Month |
|
|
-97.00% |
3 Months |
|
|
-96.25% |
YTD |
|
|
-97.78% |
1 Year |
|
|
-99.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.006 |
1M High / 1M Low: |
0.250 |
0.006 |
6M High / 6M Low: |
0.640 |
0.006 |
High (YTD): |
2024-04-19 |
0.250 |
Low (YTD): |
2024-05-13 |
0.006 |
52W High: |
2023-06-01 |
2.760 |
52W Low: |
2024-05-13 |
0.006 |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.241 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.861 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
372.62% |
Volatility 6M: |
|
242.56% |
Volatility 1Y: |
|
190.69% |
Volatility 3Y: |
|
- |