JP Morgan Call 265 AMGN 18.10.2024
/ DE000JK5PJD8
JP Morgan Call 265 AMGN 18.10.202.../ DE000JK5PJD8 /
7/29/2024 1:02:59 PM |
Chg.+0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.75EUR |
+0.60% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
265.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JK5PJD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
265.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
3/20/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.64 |
Intrinsic value: |
6.44 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
6.44 |
Time value: |
-0.25 |
Break-even: |
306.00 |
Moneyness: |
1.26 |
Premium: |
-0.01 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.05 |
Spread %: |
0.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.80 |
High: |
6.80 |
Low: |
6.75 |
Previous Close: |
6.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.17% |
1 Month |
|
|
+31.84% |
3 Months |
|
|
+197.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.90 |
6.55 |
1M High / 1M Low: |
6.90 |
4.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.77 |
Avg. volume 1M: |
|
250 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |