JP Morgan Call 162 AMZ 19.07.2024
/ DE000JB54S86
JP Morgan Call 162 AMZ 19.07.2024/ DE000JB54S86 /
| 25/06/2024 10:47:17 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
162.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
JB54S8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
10/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.74 |
| Time value: |
0.58 |
| Break-even: |
185.20 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
4.30 |
| Spread abs.: |
-0.19 |
| Spread %: |
-7.57% |
| Delta: |
0.74 |
| Theta: |
-0.78 |
| Omega: |
5.73 |
| Rho: |
0.02 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.07% |
| 3 Months |
|
|
-22.41% |
| YTD |
|
|
+112.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.62 |
2.08 |
| 6M High / 6M Low: |
2.99 |
0.95 |
| High (YTD): |
12/04/2024 |
2.99 |
| Low (YTD): |
05/01/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.80% |
| Volatility 6M: |
|
144.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
