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JP Morgan Put 180 AMG 17.01.2025/  DE000JL2RSR1  /

EUWAX
2024-06-20  11:13:54 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.062EUR - -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 180.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -205.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -10.82
Time value: 0.14
Break-even: 178.60
Moneyness: 0.62
Premium: 0.38
Premium p.a.: 0.76
Spread abs.: 0.08
Spread %: 129.51%
Delta: -0.04
Theta: -0.02
Omega: -7.51
Rho: -0.07
 

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
  -34.74%
1 Month
  -43.64%
3 Months
  -69.00%
YTD
  -81.76%
1 Year
  -93.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.061
1M High / 1M Low: 0.120 0.061
6M High / 6M Low: 0.370 0.061
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-06-19 0.061
52W High: 2023-06-29 1.090
52W Low: 2024-06-19 0.061
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.422
Avg. volume 1Y:   0.000
Volatility 1M:   139.91%
Volatility 6M:   155.56%
Volatility 1Y:   126.71%
Volatility 3Y:   -