JP Morgan Call 310 AMGN 19.07.2024
/ DE000JB6YJ33
JP Morgan Call 310 AMGN 19.07.202.../ DE000JB6YJ33 /
| 2024-07-09 10:53:43 AM |
Chg.+0.100 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+17.86% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
310.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB6YJ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.13 |
| Time value: |
0.39 |
| Break-even: |
291.49 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.57 |
| Theta: |
-0.23 |
| Omega: |
30.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
+88.57% |
| YTD |
|
|
-40.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.460 |
| 1M High / 1M Low: |
1.110 |
0.270 |
| 6M High / 6M Low: |
2.820 |
0.200 |
| High (YTD): |
2024-02-06 |
2.820 |
| Low (YTD): |
2024-04-19 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
571.35% |
| Volatility 6M: |
|
789.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
