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JP Morgan Put 32400 DJI 20.09.202.../  DE000JB116P1  /

EUWAX
2024-04-30  2:27:32 PM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 32,400.00 - 2024-09-20 Put
 

Master data

WKN: JB116P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 32,400.00 -
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -135.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.10
Parity: -5.42
Time value: 0.28
Break-even: 32,120.00
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 55.56%
Delta: -0.10
Theta: -2.95
Omega: -13.91
Rho: -16.24
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -6.25%
3 Months
  -53.13%
YTD
  -64.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 1.210 0.150
High (YTD): 2024-01-05 0.460
Low (YTD): 2024-04-30 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.35%
Volatility 6M:   123.54%
Volatility 1Y:   -
Volatility 3Y:   -