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JP Morgan Call 350 AMGN 17.01.202.../  DE000JB4FJK8  /

EUWAX
2024-11-15  10:33:29 AM Chg.-0.080 Bid8:41:28 PM Ask8:41:28 PM Underlying Strike price Expiration date Option type
0.380EUR -17.39% 0.280
Bid Size: 25,000		 0.300
Ask Size: 25,000		 Amgen Inc 350.00 USD 2025-01-17 Call
 

Master data

WKN: JB4FJK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -5.14
Time value: 0.45
Break-even: 336.89
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 1.86
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.19
Theta: -0.10
Omega: 11.74
Rho: 0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.22%
1 Month
  -69.60%
3 Months
  -73.61%
YTD
  -68.85%
1 Year
  -61.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.460
1M High / 1M Low: 1.250 0.460
6M High / 6M Low: 2.360 0.460
High (YTD): 2024-02-06 2.580
Low (YTD): 2024-04-19 0.380
52W High: 2024-02-06 2.580
52W Low: 2024-04-19 0.380
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.916
Avg. volume 1M:   0.000
Avg. price 6M:   1.406
Avg. volume 6M:   0.000
Avg. price 1Y:   1.232
Avg. volume 1Y:   0.000
Volatility 1M:   183.64%
Volatility 6M:   172.90%
Volatility 1Y:   253.10%
Volatility 3Y:   -