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JP Morgan Put 180 AMG 17.01.2025/  DE000JL2RSR1  /

EUWAX
20/06/2024  11:13:54 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.062EUR - -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 180.00 - 17/01/2025 Put
 

Master data

WKN: JL2RSR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 17/01/2025
Issue date: 28/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -216.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.22
Parity: -12.29
Time value: 0.14
Break-even: 178.60
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 0.97
Spread abs.: 0.08
Spread %: 129.51%
Delta: -0.03
Theta: -0.02
Omega: -7.07
Rho: -0.06
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.061
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.74%
3 Months
  -78.62%
YTD
  -81.76%
1 Year
  -93.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.092 0.061
6M High / 6M Low: 0.290 0.061
High (YTD): 02/01/2024 0.300
Low (YTD): 19/06/2024 0.061
52W High: 17/07/2023 0.960
52W Low: 19/06/2024 0.061
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   0.000
Volatility 1M:   191.11%
Volatility 6M:   161.78%
Volatility 1Y:   129.75%
Volatility 3Y:   -