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JP Morgan Put 45 NTR 17.01.2025/  DE000JS55251  /

EUWAX
6/7/2024  12:16:20 PM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 45.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.18
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.63
Time value: 0.17
Break-even: 43.30
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.22
Theta: -0.01
Omega: -6.63
Rho: -0.08
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -27.78%
3 Months
  -53.57%
YTD
  -61.76%
1 Year
  -72.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.099
1M High / 1M Low: 0.180 0.093
6M High / 6M Low: 0.490 0.093
High (YTD): 1/18/2024 0.490
Low (YTD): 5/21/2024 0.093
52W High: 1/18/2024 0.490
52W Low: 5/21/2024 0.093
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   174.07%
Volatility 6M:   109.13%
Volatility 1Y:   98.17%
Volatility 3Y:   -