JP Morgan Put 230 AMGN 16.01.2026
/ DE000JK7DU66
JP Morgan Put 230 AMGN 16.01.2026/ DE000JK7DU66 /
| 20/06/2024 08:32:47 |
Chg.+0.01 |
Bid17:17:25 |
Ask17:17:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+0.82% |
1.25
Bid Size: 30,000 |
1.31
Ask Size: 30,000 |
Amgen Inc |
230.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JK7DU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
03/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-7.07 |
| Time value: |
1.80 |
| Break-even: |
196.05 |
| Moneyness: |
0.75 |
| Premium: |
0.31 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.65 |
| Spread %: |
56.91% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-2.81 |
| Rho: |
-1.08 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.22 |
| 1M High / 1M Low: |
1.50 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
