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JP Morgan Put 120 AMZ 20.09.2024/  DE000JL4DFS2  /

EUWAX
2024-05-28  10:16:24 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.028EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 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: -128.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -4.64
Time value: 0.13
Break-even: 118.70
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 1.23
Spread abs.: 0.10
Spread %: 364.29%
Delta: -0.07
Theta: -0.02
Omega: -8.45
Rho: -0.04
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -65.43%
3 Months
  -78.46%
YTD
  -92.63%
1 Year
  -98.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.028
1M High / 1M Low: 0.077 0.028
6M High / 6M Low: 0.550 0.028
High (YTD): 2024-01-05 0.490
Low (YTD): 2024-05-23 0.028
52W High: 2023-05-29 1.480
52W Low: 2024-05-23 0.028
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.602
Avg. volume 1Y:   0.000
Volatility 1M:   149.32%
Volatility 6M:   150.16%
Volatility 1Y:   131.18%
Volatility 3Y:   -