JP Morgan Call 295 AMG 20.09.2024
/ DE000JK3XCU6
JP Morgan Call 295 AMG 20.09.2024/ DE000JK3XCU6 /
| 23/08/2024 10:59:49 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
295.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK3XCU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
26/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
2.70 |
| Historic volatility: |
0.22 |
| Parity: |
0.62 |
| Time value: |
2.61 |
| Break-even: |
327.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
1.25% |
| Delta: |
0.58 |
| Theta: |
-4.81 |
| Omega: |
5.44 |
| Rho: |
0.01 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+52.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.42 |
2.72 |
| 6M High / 6M Low: |
4.30 |
0.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.09% |
| Volatility 6M: |
|
323.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
