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

EUWAX
17/05/2024  15:13:51 Chg.+0.004 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.088EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 32,900.00 USD 20/09/2024 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: 20/09/2024
Issue date: 22/09/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -152.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.09
Parity: -6.41
Time value: 0.24
Break-even: 30,032.92
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 169.66%
Delta: -0.08
Theta: -3.22
Omega: -12.91
Rho: -11.53
 

Quote data

Open: 0.090
High: 0.090
Low: 0.088
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -70.67%
3 Months
  -71.61%
YTD
  -81.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.084
1M High / 1M Low: 0.310 0.084
6M High / 6M Low: 0.800 0.084
High (YTD): 05/01/2024 0.510
Low (YTD): 16/05/2024 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.16%
Volatility 6M:   129.41%
Volatility 1Y:   -
Volatility 3Y:   -