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JP Morgan Call 151 AMZ 20.06.2025/  DE000JB2BCZ4  /

EUWAX
12/11/2024  10:22:30 Chg.-0.18 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
5.88EUR -2.97% -
Bid Size: -		 -
Ask Size: -		 AMAZON.COM INC. D... 151.00 - 20/06/2025 Call
 

Master data

WKN: JB2BCZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 151.00 -
Maturity: 20/06/2025
Issue date: 25/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 4.30
Implied volatility: 0.60
Historic volatility: 0.25
Parity: 4.30
Time value: 1.62
Break-even: 210.20
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.34%
Delta: 0.79
Theta: -0.07
Omega: 2.59
Rho: 0.57
 

Quote data

Open: 5.88
High: 5.88
Low: 5.88
Previous Close: 6.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.25%
1 Month  
+41.35%
3 Months  
+91.53%
YTD  
+106.32%
1 Year  
+150.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.15 4.89
1M High / 1M Low: 6.15 4.15
6M High / 6M Low: 6.15 2.78
High (YTD): 08/11/2024 6.15
Low (YTD): 05/01/2024 2.32
52W High: 08/11/2024 6.15
52W Low: 05/01/2024 2.32
Avg. price 1W:   5.66
Avg. volume 1W:   0.00
Avg. price 1M:   4.72
Avg. volume 1M:   0.00
Avg. price 6M:   4.32
Avg. volume 6M:   0.00
Avg. price 1Y:   3.97
Avg. volume 1Y:   3.98
Volatility 1M:   96.47%
Volatility 6M:   93.26%
Volatility 1Y:   85.26%
Volatility 3Y:   -