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

EUWAX
8/6/2024  9:30:25 AM Chg.+0.090 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.350EUR +34.62% -
Bid Size: -		 -
Ask Size: -		 - 125.00 - 1/17/2025 Put
 

Master data

WKN: JT5BS5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 1/17/2025
Issue date: 7/3/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.45
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.29
Time value: 0.57
Break-even: 119.30
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.20
Spread %: 54.05%
Delta: -0.37
Theta: -0.02
Omega: -8.34
Rho: -0.24
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.140
1M High / 1M Low: 0.260 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -