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JP Morgan Put 40 NTR 17.01.2025/  DE000JL3K0V3  /

EUWAX
2024-06-07  10:46:45 AM Chg.-0.007 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.058EUR -10.77% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 40.00 - 2025-01-17 Put
 

Master data

WKN: JL3K0V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.13
Time value: 0.10
Break-even: 39.00
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 58.73%
Delta: -0.13
Theta: -0.01
Omega: -6.55
Rho: -0.05
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month
  -37.63%
3 Months
  -63.75%
YTD
  -73.64%
1 Year
  -83.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.049
1M High / 1M Low: 0.093 0.047
6M High / 6M Low: 0.320 0.047
High (YTD): 2024-01-17 0.320
Low (YTD): 2024-05-21 0.047
52W High: 2023-06-09 0.350
52W Low: 2024-05-21 0.047
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.221
Avg. volume 1Y:   0.000
Volatility 1M:   184.09%
Volatility 6M:   125.86%
Volatility 1Y:   111.82%
Volatility 3Y:   -