JP Morgan Call 335 AMGN 18.10.2024
/ DE000JK80WW5
JP Morgan Call 335 AMGN 18.10.202.../ DE000JK80WW5 /
| 09/07/2024 08:38:35 |
Chg.+0.030 |
Bid18:50:33 |
Ask18:50:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
0.780
Bid Size: 30,000 |
0.800
Ask Size: 30,000 |
Amgen Inc |
335.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK80WW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-2.17 |
| Time value: |
0.74 |
| Break-even: |
316.71 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
12.88 |
| Rho: |
0.24 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.41% |
| 1 Month |
|
|
+7.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.650 |
| 1M High / 1M Low: |
0.960 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
