JP Morgan Call 115 AMZ 20.06.2025
/ DE000JB1VF19
JP Morgan Call 115 AMZ 20.06.2025/ DE000JB1VF19 /
| 6/25/2024 10:53:37 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
115.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
JB1VF1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/29/2023 |
| Last trading day: |
7/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.60 |
| Intrinsic value: |
6.18 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
6.18 |
| Time value: |
1.19 |
| Break-even: |
188.70 |
| Moneyness: |
1.54 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.20 |
| Spread %: |
-2.64% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
2.09 |
| Rho: |
0.74 |
Quote data
| Open: |
7.37 |
| High: |
7.37 |
| Low: |
7.37 |
| Previous Close: |
7.68 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.79% |
| 3 Months |
|
|
-0.54% |
| YTD |
|
|
+50.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.68 |
7.13 |
| 6M High / 6M Low: |
7.87 |
4.75 |
| High (YTD): |
4/12/2024 |
7.87 |
| Low (YTD): |
1/5/2024 |
4.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.95% |
| Volatility 6M: |
|
54.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
