JP Morgan Put 270 AMGN 17.01.2025
/ DE000JB2SH78
JP Morgan Put 270 AMGN 17.01.2025/ DE000JB2SH78 /
| 1/9/2025 10:52:02 AM |
Chg.- |
Bid8:31:30 AM |
Ask8:31:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.660
Bid Size: 2,000 |
0.680
Ask Size: 2,000 |
Amgen Inc |
270.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB2SH7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/22/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.15 |
| Break-even: |
254.72 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.71 |
| Theta: |
-0.18 |
| Omega: |
-25.83 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
+18.03% |
| YTD |
|
|
-17.24% |
| 1 Year |
|
|
-57.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.720 |
| 1M High / 1M Low: |
1.350 |
0.500 |
| 6M High / 6M Low: |
1.380 |
0.250 |
| High (YTD): |
1/7/2025 |
1.100 |
| Low (YTD): |
1/9/2025 |
0.720 |
| 52W High: |
4/19/2024 |
2.660 |
| 52W Low: |
11/11/2024 |
0.250 |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.125 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
301.18% |
| Volatility 6M: |
|
270.45% |
| Volatility 1Y: |
|
212.38% |
| Volatility 3Y: |
|
- |