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JP Morgan Put 115 AMZ 17.01.2025/  DE000JL2A5K8  /

EUWAX
2024-05-28  10:14:24 AM Chg.-0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.090EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 AMAZON.COM INC. D... 115.00 - 2025-01-17 Put
 

Master data

WKN: JL2A5K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -92.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -5.14
Time value: 0.18
Break-even: 113.20
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.54
Spread abs.: 0.09
Spread %: 104.55%
Delta: -0.07
Theta: -0.01
Omega: -6.63
Rho: -0.09
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -43.75%
3 Months
  -59.09%
YTD
  -81.63%
1 Year
  -93.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.090
1M High / 1M Low: 0.160 0.087
6M High / 6M Low: 0.630 0.087
High (YTD): 2024-01-05 0.600
Low (YTD): 2024-05-10 0.087
52W High: 2023-05-31 1.460
52W Low: 2024-05-10 0.087
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.647
Avg. volume 1Y:   0.000
Volatility 1M:   91.28%
Volatility 6M:   111.09%
Volatility 1Y:   103.49%
Volatility 3Y:   -