JP Morgan Call 290 AMGN 16.08.2024
/ DE000JK2V1J6
JP Morgan Call 290 AMGN 16.08.202.../ DE000JK2V1J6 /
| 7/9/2024 11:09:21 AM |
Chg.+0.14 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+5.79% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
290.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK2V1J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
1.98 |
| Time value: |
0.47 |
| Break-even: |
292.26 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.79 |
| Theta: |
-0.13 |
| Omega: |
9.24 |
| Rho: |
0.21 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
+161.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.24 |
| 1M High / 1M Low: |
3.00 |
1.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
