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JP Morgan Put 11850 NDX.X 20.12.2.../  DE000JS62NT1  /

EUWAX
2024-11-15  4:23:27 PM Chg.+0.004 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.018EUR +28.57% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 11,850.00 USD 2024-12-20 Put
 

Master data

WKN: JS62NT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 11,850.00 USD
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -605.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.16
Parity: -81.16
Time value: 0.32
Break-even: 11,223.97
Moneyness: 0.58
Premium: 0.42
Premium p.a.: 42.33
Spread abs.: 0.30
Spread %: 1,584.21%
Delta: -0.02
Theta: -3.00
Omega: -9.47
Rho: -0.31
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -83.64%
3 Months
  -90.53%
YTD
  -98.85%
1 Year
  -99.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.014
1M High / 1M Low: 0.110 0.014
6M High / 6M Low: 1.120 0.014
High (YTD): 2024-01-05 1.860
Low (YTD): 2024-11-14 0.014
52W High: 2023-12-04 2.320
52W Low: 2024-11-14 0.014
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.679
Avg. volume 1Y:   0.000
Volatility 1M:   295.01%
Volatility 6M:   390.34%
Volatility 1Y:   288.86%
Volatility 3Y:   -