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JP Morgan Put 55 NTR 20.12.2024/  DE000JK9F5B7  /

EUWAX
2024-06-07  10:54:25 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.380EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 Nutrien Ltd 55.00 USD 2024-12-20 Put
 

Master data

WKN: JK9F5B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.93
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -0.04
Time value: 0.43
Break-even: 46.62
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 7.50%
Delta: -0.41
Theta: -0.01
Omega: -4.86
Rho: -0.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -