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JP Morgan Put 135 iShares Nasdaq .../  DE000JK964Q1  /

EUWAX
2024-06-25  10:14:56 AM Chg.-0.100 Bid10:37:37 AM Ask10:37:37 AM Underlying Strike price Expiration date Option type
0.390EUR -20.41% 0.390
Bid Size: 3,000		 0.460
Ask Size: 3,000		 - 135.00 - 2024-12-20 Put
 

Master data

WKN: JK964Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 2024-12-20
Issue date: 2024-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.75
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.46
Implied volatility: 0.09
Historic volatility: 0.15
Parity: 0.46
Time value: 0.01
Break-even: 130.30
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 17.50%
Delta: -0.59
Theta: 0.00
Omega: -16.33
Rho: -0.40
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -35.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.490
1M High / 1M Low: 0.730 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.573
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -