JP Morgan Call 285 AMG 19.07.2024
/ DE000JB6YJ09
JP Morgan Call 285 AMG 19.07.2024/ DE000JB6YJ09 /
| 6/25/2024 2:08:32 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
285.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JB6YJ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.18 |
| Time value: |
3.00 |
| Break-even: |
316.80 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
15.33 |
| Spread abs.: |
-0.54 |
| Spread %: |
-14.52% |
| Delta: |
0.56 |
| Theta: |
-1.19 |
| Omega: |
5.09 |
| Rho: |
0.05 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.23% |
| 3 Months |
|
|
+274.12% |
| YTD |
|
|
+46.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.18 |
1.42 |
| 6M High / 6M Low: |
4.47 |
0.62 |
| High (YTD): |
2/5/2024 |
4.47 |
| Low (YTD): |
4/19/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.23% |
| Volatility 6M: |
|
441.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
