JP Morgan Put 300 AMGN 20.09.2024
/ DE000JK0DTL7
JP Morgan Put 300 AMGN 20.09.2024/ DE000JK0DTL7 /
| 8/2/2024 12:04:22 PM |
Chg.+0.090 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+32.14% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK0DTL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/26/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-3.12 |
| Time value: |
0.39 |
| Break-even: |
271.01 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.17 |
| Theta: |
-0.10 |
| Omega: |
-13.58 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-53.75% |
| 3 Months |
|
|
-70.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
0.920 |
0.280 |
| 6M High / 6M Low: |
3.940 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.36% |
| Volatility 6M: |
|
204.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
