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JP Morgan Put 12000 NDX.X 20.09.2.../  DE000JB1GF59  /

EUWAX
2024-06-07  2:13:02 PM Chg.+0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.075EUR +1.35% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 12,000.00 USD 2024-09-20 Put
 

Master data

WKN: JB1GF5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 12,000.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-22
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -678.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.14
Parity: -64.81
Time value: 0.26
Break-even: 11,083.59
Moneyness: 0.63
Premium: 0.37
Premium p.a.: 2.02
Spread abs.: 0.19
Spread %: 273.33%
Delta: -0.02
Theta: -0.77
Omega: -11.08
Rho: -0.89
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -53.13%
3 Months
  -82.14%
YTD
  -92.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.074
1M High / 1M Low: 0.160 0.074
6M High / 6M Low: 1.450 0.074
High (YTD): 2024-01-04 1.240
Low (YTD): 2024-06-06 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.93%
Volatility 6M:   144.48%
Volatility 1Y:   -
Volatility 3Y:   -