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JP Morgan Call 270 AMG 17.01.2025/  DE000JL0RQH0  /

EUWAX
9/9/2024  9:18:56 AM Chg.-0.14 Bid6:09:19 PM Ask6:09:19 PM Underlying Strike price Expiration date Option type
5.54EUR -2.46% 5.90
Bid Size: 25,000		 5.92
Ask Size: 25,000		 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: 5.27
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 1.91
Implied volatility: 0.65
Historic volatility: 0.22
Parity: 1.91
Time value: 3.58
Break-even: 324.90
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 0.73%
Delta: 0.66
Theta: -0.17
Omega: 3.46
Rho: 0.48
 

Quote data

Open: 5.54
High: 5.54
Low: 5.54
Previous Close: 5.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.37%
1 Month
  -7.20%
3 Months  
+13.76%
YTD  
+31.28%
1 Year  
+116.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.51 5.68
1M High / 1M Low: 6.51 5.60
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:   6.21
Avg. volume 1W:   0.00
Avg. price 1M:   6.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.80
Avg. volume 6M:   0.00
Avg. price 1Y:   4.38
Avg. volume 1Y:   0.00
Volatility 1M:   67.55%
Volatility 6M:   167.37%
Volatility 1Y:   137.37%
Volatility 3Y:   -