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JP Morgan Put 50 NTR 17.01.2025/  DE000JS55244  /

EUWAX
2024-05-17  11:41:43 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 50.00 - 2025-01-17 Put
 

Master data

WKN: JS5524
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.48
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.27
Parity: -0.26
Time value: 0.27
Break-even: 47.30
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 17.39%
Delta: -0.32
Theta: -0.01
Omega: -6.28
Rho: -0.13
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -50.00%
3 Months
  -64.06%
YTD
  -54.00%
1 Year
  -64.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.460 0.220
6M High / 6M Low: 0.720 0.220
High (YTD): 2024-01-17 0.720
Low (YTD): 2024-05-16 0.220
52W High: 2023-05-31 0.840
52W Low: 2024-05-16 0.220
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.501
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   126.62%
Volatility 6M:   91.99%
Volatility 1Y:   87.44%
Volatility 3Y:   -