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JP Morgan Put 120 AMZ 20.09.2024/  DE000JL4DFS2  /

EUWAX
2024-05-31  11:28:52 AM Chg.+0.004 Bid9:01:48 PM Ask9:01:48 PM Underlying Strike price Expiration date Option type
0.036EUR +12.50% 0.041
Bid Size: 50,000		 0.051
Ask Size: 50,000		 AMAZON.COM INC. D... 120.00 - 2024-09-20 Put
 

Master data

WKN: JL4DFS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-09-20
Issue date: 2023-05-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -376.26
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -4.56
Time value: 0.04
Break-even: 119.56
Moneyness: 0.72
Premium: 0.28
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 29.41%
Delta: -0.03
Theta: -0.01
Omega: -12.42
Rho: -0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -50.00%
3 Months
  -72.31%
YTD
  -90.53%
1 Year
  -97.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.028
1M High / 1M Low: 0.072 0.028
6M High / 6M Low: 0.550 0.028
High (YTD): 2024-01-05 0.490
Low (YTD): 2024-05-28 0.028
52W High: 2023-05-31 1.460
52W Low: 2024-05-28 0.028
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.589
Avg. volume 1Y:   0.000
Volatility 1M:   151.37%
Volatility 6M:   150.28%
Volatility 1Y:   131.45%
Volatility 3Y:   -