JP Morgan Call 171 AMZ 19.07.2024
/ DE000JB55MJ4
JP Morgan Call 171 AMZ 19.07.2024/ DE000JB55MJ4 /
| 7/2/2024 9:57:14 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
171.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JB55MJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
171.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/3/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
2.07 |
| Historic volatility: |
0.25 |
| Parity: |
0.84 |
| Time value: |
1.61 |
| Break-even: |
195.50 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
88.05 |
| Spread abs.: |
-0.10 |
| Spread %: |
-3.92% |
| Delta: |
0.62 |
| Theta: |
-1.40 |
| Omega: |
4.56 |
| Rho: |
0.02 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
+5.60% |
| YTD |
|
|
+218.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.67 |
1.33 |
| 6M High / 6M Low: |
2.67 |
0.65 |
| High (YTD): |
6/28/2024 |
2.67 |
| Low (YTD): |
1/5/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.26% |
| Volatility 6M: |
|
182.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
