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

EUWAX
2024-05-29  2:28:25 PM Chg.+0.060 Bid8:46:35 PM Ask8:46:35 PM Underlying Strike price Expiration date Option type
0.410EUR +17.14% 0.410
Bid Size: 50,000		 0.430
Ask Size: 50,000		 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: -340.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.14
Parity: -39.58
Time value: 0.51
Break-even: 13,380.69
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 0.94
Spread abs.: 0.15
Spread %: 41.67%
Delta: -0.04
Theta: -1.03
Omega: -14.16
Rho: -2.42
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month
  -59.00%
3 Months
  -70.92%
YTD
  -87.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.290
1M High / 1M Low: 1.070 0.290
6M High / 6M Low: 5.250 0.290
High (YTD): 2024-01-05 4.070
Low (YTD): 2024-05-23 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   1.996
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.44%
Volatility 6M:   157.08%
Volatility 1Y:   -
Volatility 3Y:   -