JP Morgan Call 220 AMZN 18.12.202.../  DE000JT1Z970  /

EUWAX
30/07/2024  12:02:58 Chg.+0.03 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
3.04EUR +1.00% -
Bid Size: -
-
Ask Size: -
Amazon.com Inc 220.00 USD 18/12/2026 Call
 

Master data

WKN: JT1Z97
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 18/12/2026
Issue date: 14/06/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -3.40
Time value: 3.05
Break-even: 233.84
Moneyness: 0.83
Premium: 0.38
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 1.67%
Delta: 0.54
Theta: -0.03
Omega: 2.99
Rho: 1.45
 

Quote data

Open: 3.04
High: 3.04
Low: 3.04
Previous Close: 3.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -24.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.13 2.90
1M High / 1M Low: 4.18 2.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -