JP Morgan Call 370 AMGN 17.01.2025
/ DE000JB97BP6
JP Morgan Call 370 AMGN 17.01.202.../ DE000JB97BP6 /
| 2024-11-15 9:18:04 AM |
Chg.-0.030 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
370.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB97BP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
108.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-7.03 |
| Time value: |
0.26 |
| Break-even: |
353.99 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
2.81 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.12 |
| Theta: |
-0.08 |
| Omega: |
12.76 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.49% |
| 1 Month |
|
|
-73.33% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.210 |
| 1M High / 1M Low: |
0.750 |
0.210 |
| 6M High / 6M Low: |
1.560 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.09% |
| Volatility 6M: |
|
198.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
