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JP Morgan Put 29500 DJI 20.09.202.../  DE000JB116M8  /

EUWAX
2024-05-03  3:21:46 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.062EUR -24.39% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 29,500.00 - 2024-09-20 Put
 

Master data

WKN: JB116M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 29,500.00 -
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -175.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.10
Parity: -9.18
Time value: 0.22
Break-even: 29,280.00
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 0.77
Spread abs.: 0.15
Spread %: 228.36%
Delta: -0.06
Theta: -3.07
Omega: -10.81
Rho: -9.89
 

Quote data

Open: 0.068
High: 0.068
Low: 0.062
Previous Close: 0.082
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -48.33%
3 Months
  -58.67%
YTD
  -74.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.082 0.062
1M High / 1M Low: 0.140 0.062
6M High / 6M Low: 0.510 0.062
High (YTD): 2024-01-05 0.260
Low (YTD): 2024-05-03 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.10%
Volatility 6M:   120.06%
Volatility 1Y:   -
Volatility 3Y:   -