JP Morgan Put 280 AMGN 21.03.2025
/ DE000JK87LJ0
JP Morgan Put 280 AMGN 21.03.2025/ DE000JK87LJ0 /
| 1/24/2025 9:44:19 AM |
Chg.-0.24 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-17.52% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JK87LJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.44 |
| Time value: |
0.77 |
| Break-even: |
254.70 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
-0.53 |
| Theta: |
-0.08 |
| Omega: |
-11.50 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.25% |
| 1 Month |
|
|
-49.55% |
| 3 Months |
|
|
+3.67% |
| YTD |
|
|
-48.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.13 |
| 1M High / 1M Low: |
2.46 |
1.13 |
| 6M High / 6M Low: |
2.56 |
0.60 |
| High (YTD): |
1/7/2025 |
2.46 |
| Low (YTD): |
1/24/2025 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.57% |
| Volatility 6M: |
|
198.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |