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JP Morgan Put 14575 NDX.X 20.09.2.../  DE000JB12JY0  /

EUWAX
2024-06-07  3:19:24 PM Chg.0.000 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 14,575.00 USD 2024-09-20 Put
 

Master data

WKN: JB12JY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 14,575.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -409.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.14
Parity: -40.98
Time value: 0.43
Break-even: 13,450.43
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 1.10
Spread abs.: 0.15
Spread %: 53.57%
Delta: -0.04
Theta: -1.01
Omega: -14.77
Rho: -1.93
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.27%
1 Month
  -56.06%
3 Months
  -77.86%
YTD
  -90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.660 0.290
6M High / 6M Low: 4.490 0.290
High (YTD): 2024-01-05 4.070
Low (YTD): 2024-06-07 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.35%
Volatility 6M:   160.37%
Volatility 1Y:   -
Volatility 3Y:   -