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JP Morgan Put 13875 NDX.X 20.09.2.../  DE000JB1JYF5  /

EUWAX
2024-05-28  9:00:10 AM Chg.-0.010 Bid8:35:11 PM Ask8:35:11 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.270
Bid Size: 50,000		 0.290
Ask Size: 50,000		 NASDAQ 100 INDEX 13,875.00 USD 2024-09-20 Put
 

Master data

WKN: JB1JYF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 13,875.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -666.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.14
Parity: -45.42
Time value: 0.26
Break-even: 12,748.66
Moneyness: 0.74
Premium: 0.26
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 8.33%
Delta: -0.02
Theta: -0.63
Omega: -15.29
Rho: -1.33
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -68.83%
3 Months
  -77.36%
YTD
  -89.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.700 0.240
6M High / 6M Low: 3.830 0.240
High (YTD): 2024-01-04 2.880
Low (YTD): 2024-05-22 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.04%
Volatility 6M:   142.31%
Volatility 1Y:   -
Volatility 3Y:   -