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JP Morgan Put 32600 DJI 20.09.202.../  DE000JB116Q9  /

EUWAX
2024-05-03  3:21:46 PM Chg.-0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.130EUR -27.78% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 32,600.00 - 2024-09-20 Put
 

Master data

WKN: JB116Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 32,600.00 -
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -138.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.10
Parity: -6.08
Time value: 0.28
Break-even: 32,320.00
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 0.49
Spread abs.: 0.15
Spread %: 115.38%
Delta: -0.10
Theta: -3.15
Omega: -13.24
Rho: -15.18
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -45.83%
3 Months
  -55.17%
YTD
  -70.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.280 0.130
6M High / 6M Low: 0.990 0.130
High (YTD): 2024-01-05 0.480
Low (YTD): 2024-05-03 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.91%
Volatility 6M:   133.45%
Volatility 1Y:   -
Volatility 3Y:   -