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JP Morgan Put 55 NTR 17.01.2025/  DE000JS55269  /

EUWAX
2024-05-17  11:41:44 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 55.00 - 2025-01-17 Put
 

Master data

WKN: JS5526
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.52
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.24
Implied volatility: 0.21
Historic volatility: 0.27
Parity: 0.24
Time value: 0.18
Break-even: 50.80
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 7.69%
Delta: -0.51
Theta: 0.00
Omega: -6.37
Rho: -0.21
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month
  -44.29%
3 Months
  -56.67%
YTD
  -44.29%
1 Year
  -53.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.380
1M High / 1M Low: 0.700 0.370
6M High / 6M Low: 0.980 0.370
High (YTD): 2024-01-17 0.980
Low (YTD): 2024-05-10 0.370
52W High: 2023-05-31 1.080
52W Low: 2024-05-10 0.370
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.720
Avg. volume 6M:   0.000
Avg. price 1Y:   0.723
Avg. volume 1Y:   0.000
Volatility 1M:   120.46%
Volatility 6M:   86.33%
Volatility 1Y:   82.88%
Volatility 3Y:   -