JP Morgan Call 270 AMG 18.10.2024
/ DE000JK5USS7
JP Morgan Call 270 AMG 18.10.2024/ DE000JK5USS7 /
| 6/20/2024 10:29:43 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
10/18/2024 |
Call |
Master data
| WKN: |
JK5USS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
10/18/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
2.29 |
| Time value: |
1.69 |
| Break-even: |
309.80 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
0.70 |
| Theta: |
-0.12 |
| Omega: |
5.16 |
| Rho: |
0.51 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.77% |
| 3 Months |
|
|
+33.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.88 |
| 1M High / 1M Low: |
4.33 |
3.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
