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JP Morgan Put 14675 NDX.X 20.09.2.../  DE000JB12JZ7  /

EUWAX
2024-05-28  9:53:50 AM Chg.-0.020 Bid8:39:22 PM Ask8:39:22 PM Underlying Strike price Expiration date Option type
0.370EUR -5.13% 0.410
Bid Size: 50,000		 0.430
Ask Size: 50,000		 NASDAQ 100 INDEX 14,675.00 USD 2024-09-20 Put
 

Master data

WKN: JB12JZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 14,675.00 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: -455.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.14
Parity: -38.06
Time value: 0.38
Break-even: 13,473.21
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 5.56%
Delta: -0.04
Theta: -0.81
Omega: -15.96
Rho: -2.03
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month
  -69.67%
3 Months
  -76.88%
YTD
  -88.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.300
1M High / 1M Low: 1.140 0.300
6M High / 6M Low: 5.470 0.300
High (YTD): 2024-01-05 4.250
Low (YTD): 2024-05-23 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   2.124
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.77%
Volatility 6M:   161.24%
Volatility 1Y:   -
Volatility 3Y:   -