JP Morgan Call 350 AMGN 17.01.2025
/ DE000JB4FJK8
JP Morgan Call 350 AMGN 17.01.202.../ DE000JB4FJK8 /
| 2024-08-02 10:25:01 AM |
Chg.+0.26 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-1.47 |
| Time value: |
2.23 |
| Break-even: |
343.08 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
2.29% |
| Delta: |
0.49 |
| Theta: |
-0.09 |
| Omega: |
6.69 |
| Rho: |
0.58 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.35% |
| 1 Month |
|
|
+95.00% |
| 3 Months |
|
|
+29.28% |
| YTD |
|
|
+91.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.08 |
| 1M High / 1M Low: |
2.36 |
1.09 |
| 6M High / 6M Low: |
2.58 |
0.38 |
| High (YTD): |
2024-02-06 |
2.58 |
| Low (YTD): |
2024-04-19 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.23% |
| Volatility 6M: |
|
326.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
