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JP Morgan Call 300 AMG 17.01.2025/  DE000JL0RQM0  /

EUWAX
2024-07-04  12:45:08 PM Chg.-0.17 Bid8:02:33 PM Ask8:02:33 PM Underlying Strike price Expiration date Option type
2.95EUR -5.45% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 300.00 - 2025-01-17 Call
 

Master data

WKN: JL0RQM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.85
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -1.33
Time value: 3.24
Break-even: 332.40
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.20
Spread %: 6.58%
Delta: 0.53
Theta: -0.10
Omega: 4.69
Rho: 0.64
 

Quote data

Open: 2.95
High: 2.95
Low: 2.95
Previous Close: 3.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.33%
1 Month
  -10.88%
3 Months  
+78.79%
YTD  
+5.73%
1 Year  
+353.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.36 3.12
1M High / 1M Low: 4.06 2.59
6M High / 6M Low: 4.84 1.22
High (YTD): 2024-02-06 4.84
Low (YTD): 2024-04-19 1.22
52W High: 2024-02-06 4.84
52W Low: 2023-07-10 0.60
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   2.78
Avg. volume 6M:   0.00
Avg. price 1Y:   2.30
Avg. volume 1Y:   0.00
Volatility 1M:   162.33%
Volatility 6M:   234.22%
Volatility 1Y:   194.15%
Volatility 3Y:   -