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JP Morgan Put 45 NTR 17.01.2025/  DE000JS55251  /

EUWAX
2024-05-17  11:41:43 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 45.00 - 2025-01-17 Put
 

Master data

WKN: JS5525
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.88
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.76
Time value: 0.16
Break-even: 43.40
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 33.33%
Delta: -0.20
Theta: -0.01
Omega: -6.43
Rho: -0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.14%
3 Months
  -72.09%
YTD
  -64.71%
1 Year
  -75.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: 0.490 0.120
High (YTD): 2024-01-18 0.490
Low (YTD): 2024-05-16 0.120
52W High: 2023-05-31 0.640
52W Low: 2024-05-16 0.120
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.365
Avg. volume 1Y:   0.000
Volatility 1M:   142.54%
Volatility 6M:   100.77%
Volatility 1Y:   94.93%
Volatility 3Y:   -