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

EUWAX
5/22/2024  10:47:11 AM Chg.-0.005 Bid2:01:15 PM Ask2:01:15 PM Underlying Strike price Expiration date Option type
0.082EUR -5.75% 0.084
Bid Size: 5,000		 0.180
Ask Size: 5,000		 DOW JONES INDUSTRIAL... 32,600.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/25/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -173.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.10
Parity: -7.27
Time value: 0.23
Break-even: 32,370.00
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.68
Spread abs.: 0.15
Spread %: 183.95%
Delta: -0.08
Theta: -3.39
Omega: -13.19
Rho: -10.82
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.87%
1 Month
  -65.83%
3 Months
  -69.63%
YTD
  -81.36%
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): 1/5/2024 0.480
Low (YTD): 5/20/2024 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:   -