JP Morgan Call 305 AMGN 20.12.2024
/ DE000JT2CL72
JP Morgan Call 305 AMGN 20.12.202.../ DE000JT2CL72 /
| 2024-11-15 8:39:33 AM |
Chg.-0.18 |
Bid7:07:40 PM |
Ask7:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-12.33% |
0.84
Bid Size: 50,000 |
0.85
Ask Size: 50,000 |
Amgen Inc |
305.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT2CL7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
-0.86 |
| Time value: |
1.31 |
| Break-even: |
302.76 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.46 |
| Theta: |
-0.24 |
| Omega: |
9.77 |
| Rho: |
0.11 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.80% |
| 1 Month |
|
|
-58.17% |
| 3 Months |
|
|
-61.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
1.43 |
| 1M High / 1M Low: |
3.06 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
