JP Morgan Call 270 AMG 17.01.2025
/ DE000JL0RQH0
JP Morgan Call 270 AMG 17.01.2025/ DE000JL0RQH0 /
| 10/11/2024 9:16:33 AM |
Chg.-0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0RQH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.22 |
| Parity: |
2.36 |
| Time value: |
3.03 |
| Break-even: |
323.90 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
0.75% |
| Delta: |
0.67 |
| Theta: |
-0.21 |
| Omega: |
3.65 |
| Rho: |
0.38 |
Quote data
| Open: |
5.35 |
| High: |
5.35 |
| Low: |
5.35 |
| Previous Close: |
5.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.32% |
| 1 Month |
|
|
-11.28% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
+26.78% |
| 1 Year |
|
|
+21.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.39 |
5.07 |
| 1M High / 1M Low: |
6.72 |
4.95 |
| 6M High / 6M Low: |
6.92 |
2.26 |
| High (YTD): |
7/26/2024 |
6.92 |
| Low (YTD): |
4/19/2024 |
2.26 |
| 52W High: |
7/26/2024 |
6.92 |
| 52W Low: |
4/19/2024 |
2.26 |
| Avg. price 1W: |
|
5.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.55% |
| Volatility 6M: |
|
166.92% |
| Volatility 1Y: |
|
135.36% |
| Volatility 3Y: |
|
- |
