JP Morgan Put 270 AMGN 17.01.2025
/ DE000JB2SH78
JP Morgan Put 270 AMGN 17.01.2025/ DE000JB2SH78 /
| 17/05/2024 13:54:39 |
Chg.+0.050 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+5.38% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB2SH7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-3.91 |
| Time value: |
1.05 |
| Break-even: |
237.92 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
3.96% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-5.89 |
| Rho: |
-0.48 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-62.02% |
| 3 Months |
|
|
-47.59% |
| YTD |
|
|
-52.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.930 |
| 1M High / 1M Low: |
2.660 |
0.930 |
| 6M High / 6M Low: |
2.870 |
0.930 |
| High (YTD): |
19/04/2024 |
2.660 |
| Low (YTD): |
16/05/2024 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.30% |
| Volatility 6M: |
|
117.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
