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JP Morgan Call 149 AMZ 20.06.2025/  DE000JB2BCY7  /

EUWAX
2024-11-12  10:22:30 AM Chg.- Bid8:05:59 AM Ask8:05:59 AM Underlying Strike price Expiration date Option type
6.05EUR - 6.20
Bid Size: 10,000		 6.22
Ask Size: 10,000		 AMAZON.COM INC. D... 149.00 - 2025-06-20 Call
 

Master data

WKN: JB2BCY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 149.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 4.87
Intrinsic value: 4.50
Implied volatility: 0.61
Historic volatility: 0.25
Parity: 4.50
Time value: 1.59
Break-even: 209.90
Moneyness: 1.30
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.33%
Delta: 0.80
Theta: -0.07
Omega: 2.54
Rho: 0.57
 

Quote data

Open: 6.05
High: 6.05
Low: 6.05
Previous Close: 6.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.81%
1 Month  
+40.70%
3 Months  
+91.46%
YTD  
+105.08%
1 Year  
+133.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.32 5.56
1M High / 1M Low: 6.32 4.29
6M High / 6M Low: 6.32 2.89
High (YTD): 2024-11-08 6.32
Low (YTD): 2024-01-05 2.41
52W High: 2024-11-08 6.32
52W Low: 2024-01-05 2.41
Avg. price 1W:   6.02
Avg. volume 1W:   0.00
Avg. price 1M:   4.93
Avg. volume 1M:   0.00
Avg. price 6M:   4.47
Avg. volume 6M:   0.00
Avg. price 1Y:   4.10
Avg. volume 1Y:   0.00
Volatility 1M:   93.65%
Volatility 6M:   91.28%
Volatility 1Y:   82.83%
Volatility 3Y:   -