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JP Morgan Put 45 NTR 17.01.2025/  DE000JS55251  /

EUWAX
2024-06-11  11:53:36 AM Chg.0.000 Bid5:10:47 PM Ask5:10:47 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.160
Bid Size: 125,000		 0.170
Ask Size: 125,000		 Nutrien Ltd 45.00 - 2025-01-17 Put
 

Master data

WKN: JS5525
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.12
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.62
Time value: 0.17
Break-even: 43.30
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.22
Theta: -0.01
Omega: -6.66
Rho: -0.08
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+8.33%
3 Months
  -55.17%
YTD
  -61.76%
1 Year
  -72.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.130 0.093
6M High / 6M Low: 0.490 0.093
High (YTD): 2024-01-18 0.490
Low (YTD): 2024-05-21 0.093
52W High: 2024-01-18 0.490
52W Low: 2024-05-21 0.093
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   0.336
Avg. volume 1Y:   0.000
Volatility 1M:   137.27%
Volatility 6M:   109.11%
Volatility 1Y:   98.34%
Volatility 3Y:   -