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JP Morgan Put 14625 NDX.X 20.09.2.../  DE000JB12JX2  /

EUWAX
28/05/2024  09:53:50 Chg.-0.020 Bid20:29:18 Ask20:29:18 Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.390
Bid Size: 50,000		 0.410
Ask Size: 50,000		 NASDAQ 100 INDEX 14,625.00 USD 20/09/2024 Put
 

Master data

WKN: JB12JX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 14,625.00 USD
Maturity: 20/09/2024
Issue date: 22/09/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -508.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.14
Parity: -38.52
Time value: 0.34
Break-even: 13,431.11
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 5.71%
Delta: -0.03
Theta: -0.74
Omega: -16.34
Rho: -1.86
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -69.49%
3 Months
  -76.92%
YTD
  -88.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 1.110 0.300
6M High / 6M Low: 5.360 0.300
High (YTD): 05/01/2024 4.160
Low (YTD): 23/05/2024 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   2.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.10%
Volatility 6M:   156.07%
Volatility 1Y:   -
Volatility 3Y:   -