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JP Morgan Put 55 NTR 17.01.2025/  DE000JS55269  /

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
0.430EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 55.00 - 1/17/2025 Put
 

Master data

WKN: JS5526
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.91
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.37
Implied volatility: 0.20
Historic volatility: 0.27
Parity: 0.37
Time value: 0.10
Break-even: 50.30
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 6.82%
Delta: -0.59
Theta: 0.00
Omega: -6.40
Rho: -0.21
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.26%
1 Month
  -15.69%
3 Months
  -34.85%
YTD
  -38.57%
1 Year
  -48.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.510 0.310
6M High / 6M Low: 0.980 0.310
High (YTD): 1/17/2024 0.980
Low (YTD): 5/23/2024 0.310
52W High: 1/17/2024 0.980
52W Low: 5/23/2024 0.310
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   0.689
Avg. volume 1Y:   0.000
Volatility 1M:   156.96%
Volatility 6M:   96.43%
Volatility 1Y:   87.20%
Volatility 3Y:   -