JP Morgan Call 305 AMGN 19.07.2024
/ DE000JB75ME3
JP Morgan Call 305 AMGN 19.07.202.../ DE000JB75ME3 /
| 2024-07-09 11:09:44 AM |
Chg.+0.110 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+12.64% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
305.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB75ME |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.60 |
| Time value: |
0.21 |
| Break-even: |
289.64 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
26.13 |
| Rho: |
0.06 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+145.00% |
| YTD |
|
|
-22.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.710 |
| 1M High / 1M Low: |
1.470 |
0.440 |
| 6M High / 6M Low: |
3.240 |
0.250 |
| High (YTD): |
2024-02-06 |
3.240 |
| Low (YTD): |
2024-04-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.21% |
| Volatility 6M: |
|
490.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
