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JP Morgan Put 125 iShares Nasdaq .../  DE000JT5BS57  /

EUWAX
11/07/2024  09:40:18 Chg.-0.020 Bid12:45:52 Ask12:45:52 Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 3,000		 0.280
Ask Size: 3,000		 - 125.00 - 17/01/2025 Put
 

Master data

WKN: JT5BS5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 17/01/2025
Issue date: 03/07/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.24
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.47
Time value: 0.30
Break-even: 122.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 50.00%
Delta: -0.30
Theta: -0.01
Omega: -12.77
Rho: -0.22
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.48%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.220
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
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:   -