JP Morgan Put 148 AMZN 20.09.2024
/ DE000JB2LSL9
JP Morgan Put 148 AMZN 20.09.2024/ DE000JB2LSL9 /
| 6/24/2024 9:48:19 AM |
Chg.-0.020 |
Bid5:58:17 PM |
Ask5:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.096
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
Amazon.com Inc |
148.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB2LSL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
148.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-178.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-3.84 |
| Time value: |
0.10 |
| Break-even: |
137.49 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-11.85 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-73.53% |
| YTD |
|
|
-91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.190 |
0.093 |
| 6M High / 6M Low: |
1.360 |
0.093 |
| High (YTD): |
1/5/2024 |
1.360 |
| Low (YTD): |
6/13/2024 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.04% |
| Volatility 6M: |
|
169.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
