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JP Morgan Call 203 AMZN 20.06.202.../  DE000JB1VF92  /

EUWAX
11/12/2024  10:29:36 AM Chg.- Bid9:04:40 AM Ask9:04:40 AM Underlying Strike price Expiration date Option type
2.24EUR - 2.36
Bid Size: 15,000		 2.38
Ask Size: 15,000		 Amazon.com Inc 203.00 USD 6/20/2025 Call
 

Master data

WKN: JB1VF9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 203.00 USD
Maturity: 6/20/2025
Issue date: 9/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 0.36
Implied volatility: 0.30
Historic volatility: 0.25
Parity: 0.36
Time value: 1.79
Break-even: 211.85
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.88%
Delta: 0.61
Theta: -0.05
Omega: 5.50
Rho: 0.58
 

Quote data

Open: 2.24
High: 2.24
Low: 2.24
Previous Close: 2.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.89%
1 Month  
+58.87%
3 Months  
+148.89%
YTD  
+107.41%
1 Year  
+140.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.45 2.02
1M High / 1M Low: 2.45 1.37
6M High / 6M Low: 2.71 0.81
High (YTD): 7/3/2024 2.71
Low (YTD): 1/5/2024 0.79
52W High: 7/3/2024 2.71
52W Low: 1/5/2024 0.79
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   0.00
Volatility 1M:   151.87%
Volatility 6M:   140.52%
Volatility 1Y:   128.36%
Volatility 3Y:   -