JP Morgan Put 280 AMGN 17.01.2025
/ DE000JB3RT33
JP Morgan Put 280 AMGN 17.01.2025/ DE000JB3RT33 /
| 1/10/2025 10:53:52 AM |
Chg.-0.03 |
Bid12:35:29 PM |
Ask12:35:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-1.92% |
1.36
Bid Size: 1,000 |
1.42
Ask Size: 1,000 |
Amgen Inc |
280.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB3RT3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/13/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.53 |
| Time value: |
0.02 |
| Break-even: |
256.39 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
5.96% |
| Delta: |
-0.92 |
| Theta: |
-0.09 |
| Omega: |
-15.23 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.34% |
| 1 Month |
|
|
+68.13% |
| 3 Months |
|
|
+84.34% |
| YTD |
|
|
-12.57% |
| 1 Year |
|
|
-20.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.56 |
| 1M High / 1M Low: |
2.11 |
0.91 |
| 6M High / 6M Low: |
2.11 |
0.36 |
| High (YTD): |
1/7/2025 |
2.07 |
| Low (YTD): |
1/9/2025 |
1.56 |
| 52W High: |
4/19/2024 |
3.13 |
| 52W Low: |
11/11/2024 |
0.36 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
20.16 |
| Volatility 1M: |
|
206.39% |
| Volatility 6M: |
|
244.85% |
| Volatility 1Y: |
|
192.35% |
| Volatility 3Y: |
|
- |