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JP Morgan Put 32600 DJI 20.09.202.../  DE000JB116Q9  /

EUWAX
21/05/2024  10:37:51 Chg.+0.012 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.087EUR +16.00% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 32,600.00 - 20/09/2024 Put
 

Master data

WKN: JB116Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 32,600.00 -
Maturity: 20/09/2024
Issue date: 25/09/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -165.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.10
Parity: -7.21
Time value: 0.24
Break-even: 32,360.00
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.67
Spread abs.: 0.15
Spread %: 179.07%
Delta: -0.08
Theta: -3.46
Omega: -13.03
Rho: -11.26
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.075
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month
  -63.75%
3 Months
  -67.78%
YTD
  -80.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.075
1M High / 1M Low: 0.240 0.075
6M High / 6M Low: 0.730 0.075
High (YTD): 05/01/2024 0.480
Low (YTD): 20/05/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.40%
Volatility 6M:   137.74%
Volatility 1Y:   -
Volatility 3Y:   -