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JP Morgan Call 240 AMZ 17.01.2025/  DE000JL0RQ95  /

EUWAX
2024-05-31  9:19:29 AM Chg.-0.010 Bid12:53:34 PM Ask12:53:34 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.240
Bid Size: 7,500		 0.250
Ask Size: 7,500		 AMAZON.COM INC. D... 240.00 - 2025-01-17 Call
 

Master data

WKN: JL0RQ9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.32
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -7.44
Time value: 0.27
Break-even: 242.70
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.13
Theta: -0.02
Omega: 8.08
Rho: 0.12
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -44.68%
3 Months
  -35.00%
YTD  
+4.00%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 0.640 0.150
High (YTD): 2024-04-12 0.640
Low (YTD): 2024-01-08 0.150
52W High: 2024-04-12 0.640
52W Low: 2023-10-26 0.110
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.289
Avg. volume 1Y:   0.000
Volatility 1M:   121.12%
Volatility 6M:   188.57%
Volatility 1Y:   167.61%
Volatility 3Y:   -