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JP Morgan Put 50 NTR 17.01.2025/  DE000JS55244  /

EUWAX
2024-06-07  12:16:20 PM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 50.00 - 2025-01-17 Put
 

Master data

WKN: JS5524
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.32
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -0.13
Time value: 0.28
Break-even: 47.20
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.37
Theta: -0.01
Omega: -6.69
Rho: -0.13
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month
  -21.88%
3 Months
  -43.18%
YTD
  -50.00%
1 Year
  -61.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.320 0.180
6M High / 6M Low: 0.720 0.180
High (YTD): 2024-01-17 0.720
Low (YTD): 2024-05-28 0.180
52W High: 2024-01-17 0.720
52W Low: 2024-05-28 0.180
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   167.42%
Volatility 6M:   101.95%
Volatility 1Y:   91.65%
Volatility 3Y:   -