JP Morgan Call 300 AMG 17.01.2025
/ DE000JL0RQM0
JP Morgan Call 300 AMG 17.01.2025/ DE000JL0RQM0 /
| 06/11/2024 09:04:21 |
Chg.+0.18 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+6.29% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
300.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.22 |
| Parity: |
-0.80 |
| Time value: |
2.94 |
| Break-even: |
329.40 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.52 |
| Theta: |
-0.23 |
| Omega: |
5.21 |
| Rho: |
0.24 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.47% |
| 1 Month |
|
|
-3.49% |
| 3 Months |
|
|
-32.74% |
| YTD |
|
|
+8.96% |
| 1 Year |
|
|
+34.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.04 |
2.86 |
| 1M High / 1M Low: |
3.85 |
2.86 |
| 6M High / 6M Low: |
4.83 |
2.59 |
| High (YTD): |
06/02/2024 |
4.84 |
| Low (YTD): |
19/04/2024 |
1.22 |
| 52W High: |
06/02/2024 |
4.84 |
| 52W Low: |
19/04/2024 |
1.22 |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.29% |
| Volatility 6M: |
|
126.00% |
| Volatility 1Y: |
|
180.28% |
| Volatility 3Y: |
|
- |
