JP Morgan Put 32100 DJI 21.06.202.../  DE000JB28LH7  /

EUWAX
2024-04-03  11:06:47 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.053EUR - -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 32,100.00 - 2024-06-21 Put
 

Master data

WKN: JB28LH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 32,100.00 -
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-04-04
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -191.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.10
Parity: -6.13
Time value: 0.20
Break-even: 31,900.00
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 2.13
Spread abs.: 0.15
Spread %: 270.37%
Delta: -0.08
Theta: -7.53
Omega: -15.44
Rho: -4.41
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.055
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -62.14%
YTD
  -76.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.053 0.053
6M High / 6M Low: 0.740 0.038
High (YTD): 2024-01-02 0.260
Low (YTD): 2024-03-28 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   157.13%
Volatility 1Y:   -
Volatility 3Y:   -