JP Morgan Call 295 AMGN 18.10.2024
/ DE000JK2N5C2
JP Morgan Call 295 AMGN 18.10.202.../ DE000JK2N5C2 /
| 09/09/2024 10:34:01 |
Chg.-0.18 |
Bid13:53:56 |
Ask13:53:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
-6.02% |
2.89
Bid Size: 5,000 |
2.91
Ask Size: 5,000 |
Amgen Inc |
295.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK2N5C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
2.31 |
| Time value: |
0.17 |
| Break-even: |
290.89 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.10% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
10.67 |
| Rho: |
0.26 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.95% |
| 1 Month |
|
|
-17.11% |
| 3 Months |
|
|
+13.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
2.99 |
| 1M High / 1M Low: |
3.93 |
2.80 |
| 6M High / 6M Low: |
4.41 |
0.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.24% |
| Volatility 6M: |
|
282.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
