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JP Morgan Put 50 NTR 17.01.2025/  DE000JS55244  /

EUWAX
11/06/2024  11:53:36 Chg.0.000 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 50.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.29
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -0.12
Time value: 0.28
Break-even: 47.20
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.37
Theta: -0.01
Omega: -6.74
Rho: -0.13
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+18.18%
3 Months
  -43.48%
YTD
  -48.00%
1 Year
  -59.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.260 0.180
6M High / 6M Low: 0.720 0.180
High (YTD): 17/01/2024 0.720
Low (YTD): 28/05/2024 0.180
52W High: 17/01/2024 0.720
52W Low: 28/05/2024 0.180
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.491
Avg. volume 1Y:   0.000
Volatility 1M:   133.57%
Volatility 6M:   102.14%
Volatility 1Y:   91.90%
Volatility 3Y:   -