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JP Morgan Put 180 AMG 17.01.2025/  DE000JL2RSR1  /

EUWAX
2024-05-31  11:13:06 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 180.00 - 2025-01-17 Put
 

Master data

WKN: JL2RSR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-04-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -165.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -10.19
Time value: 0.17
Break-even: 178.30
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 70.00%
Delta: -0.04
Theta: -0.02
Omega: -7.20
Rho: -0.09
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.00%
3 Months
  -56.00%
YTD
  -67.65%
1 Year
  -90.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.200 0.078
6M High / 6M Low: 0.450 0.078
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-05-16 0.078
52W High: 2023-06-02 1.300
52W Low: 2024-05-16 0.078
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.482
Avg. volume 1Y:   0.000
Volatility 1M:   279.16%
Volatility 6M:   146.07%
Volatility 1Y:   123.04%
Volatility 3Y:   -