JP Morgan Put 32900 DJI2MN 20.09..../  DE000JB2R140  /

EUWAX
2024-05-03  3:20:59 PM Chg.-0.050 Bid7:25:47 PM Ask7:25:47 PM Underlying Strike price Expiration date Option type
0.140EUR -26.32% 0.140
Bid Size: 10,000
0.180
Ask Size: 10,000
Dow Jones Industrial... 32,900.00 USD 2024-09-20 Put
 

Master data

WKN: JB2R14
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 32,900.00 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: -136.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.09
Parity: -4.96
Time value: 0.26
Break-even: 30,401.45
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.43
Spread abs.: 0.09
Spread %: 55.56%
Delta: -0.10
Theta: -2.77
Omega: -14.23
Rho: -15.24
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -36.36%
3 Months
  -56.25%
YTD
  -70.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: 1.140 0.170
High (YTD): 2024-01-05 0.510
Low (YTD): 2024-04-30 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.13%
Volatility 6M:   123.10%
Volatility 1Y:   -
Volatility 3Y:   -