JP Morgan Put 125 AMZ 20.09.2024
/ DE000JL4LBP0
JP Morgan Put 125 AMZ 20.09.2024/ DE000JL4LBP0 /
2024-06-07 8:41:31 AM |
Chg.-0.006 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
AMAZON.COM INC. D... |
125.00 - |
2024-09-20 |
Put |
Master data
WKN: |
JL4LBP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-379.16 |
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: |
0.05 |
Break-even: |
124.55 |
Moneyness: |
0.73 |
Premium: |
0.27 |
Premium p.a.: |
1.31 |
Spread abs.: |
0.02 |
Spread %: |
50.00% |
Delta: |
-0.03 |
Theta: |
-0.01 |
Omega: |
-12.80 |
Rho: |
-0.02 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-30.23% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-93.62% |
1 Year |
|
|
-98.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.030 |
1M High / 1M Low: |
0.045 |
0.030 |
6M High / 6M Low: |
0.610 |
0.030 |
High (YTD): |
2024-01-04 |
0.580 |
Low (YTD): |
2024-06-07 |
0.030 |
52W High: |
2023-10-26 |
1.600 |
52W Low: |
2024-06-07 |
0.030 |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.656 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
127.75% |
Volatility 6M: |
|
163.80% |
Volatility 1Y: |
|
138.24% |
Volatility 3Y: |
|
- |