JP Morgan Call 355 AMGN 20.12.2024
/ DE000JT7DSR2
JP Morgan Call 355 AMGN 20.12.202.../ DE000JT7DSR2 /
| 11/15/2024 2:32:09 PM |
Chg.+0.090 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+47.37% |
0.170
Bid Size: 7,500 |
0.210
Ask Size: 7,500 |
Amgen Inc |
355.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT7DSR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
-5.61 |
| Time value: |
0.34 |
| Break-even: |
340.54 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
6.41 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.15 |
| Theta: |
-0.16 |
| Omega: |
12.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.280 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.21% |
| 1 Month |
|
|
-68.54% |
| 3 Months |
|
|
-73.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.190 |
| 1M High / 1M Low: |
0.890 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
