JP Morgan Call 230 AMZN 18.12.202.../  DE000JT2P2Y2  /

EUWAX
2024-07-30  12:05:19 PM Chg.+0.03 Bid8:50:51 PM Ask8:50:51 PM Underlying Strike price Expiration date Option type
2.74EUR +1.11% 2.61
Bid Size: 100,000
2.64
Ask Size: 100,000
Amazon.com Inc 230.00 USD 2026-12-18 Call
 

Master data

WKN: JT2P2Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2026-12-18
Issue date: 2024-06-14
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -4.33
Time value: 2.54
Break-even: 238.00
Moneyness: 0.80
Premium: 0.41
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 1.85%
Delta: 0.49
Theta: -0.03
Omega: 3.28
Rho: 1.38
 

Quote data

Open: 2.74
High: 2.74
Low: 2.74
Previous Close: 2.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.01%
1 Month
  -25.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 2.62
1M High / 1M Low: 3.81 2.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   3.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -