JP Morgan Put 230 AMG 21.06.2024/  DE000JS9TNN5  /

EUWAX
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:   -