JP Morgan Put 310 AMGN 20.09.2024
/ DE000JK1YVD4
JP Morgan Put 310 AMGN 20.09.2024/ DE000JK1YVD4 /
| 10/06/2024 12:50:49 |
Chg.+0.15 |
Bid13:47:17 |
Ask13:47:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
+10.42% |
1.54
Bid Size: 7,500 |
1.58
Ask Size: 7,500 |
Amgen Inc |
310.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK1YVD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
0.46 |
| Time value: |
0.95 |
| Break-even: |
273.50 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.70% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-9.97 |
| Rho: |
-0.43 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.97% |
| 1 Month |
|
|
+16.91% |
| 3 Months |
|
|
-56.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.28 |
| 1M High / 1M Low: |
1.89 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
