JP Morgan Put 32750 DJI2MN 20.09.2024
/ DE000JB2R124
JP Morgan Put 32750 DJI2MN 20.09..../ DE000JB2R124 /
| 2024-06-19 10:38:35 AM |
Chg.+0.001 |
Bid12:40:32 PM |
Ask12:40:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+1.18% |
0.085
Bid Size: 5,000 |
0.190
Ask Size: 5,000 |
Dow Jones Industrial... |
32,750.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB2R12 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32,750.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-150.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.09 |
| Parity: |
-5.67 |
| Time value: |
0.24 |
| Break-even: |
30,257.03 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.16 |
| Spread %: |
182.35% |
| Delta: |
-0.09 |
| Theta: |
-4.30 |
| Omega: |
-14.04 |
| Rho: |
-9.19 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.67% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
-57.00% |
| YTD |
|
|
-81.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.075 |
| 1M High / 1M Low: |
0.140 |
0.075 |
| 6M High / 6M Low: |
0.530 |
0.075 |
| High (YTD): |
2024-01-05 |
0.500 |
| Low (YTD): |
2024-06-12 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.30% |
| Volatility 6M: |
|
154.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
