JP Morgan Put 128 USD/JPY 19.09.2.../  DE000JK62H62  /

EUWAX
15/11/2024  21:19:51 Chg.- Bid09:32:27 Ask09:32:27 Underlying Strike price Expiration date Option type
0.440EUR - 0.410
Bid Size: 30,000
-
Ask Size: -
- 128.00 JPY 19/09/2025 Put
 

Master data

WKN: JK62H6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 128.00 JPY
Maturity: 19/09/2025
Issue date: 25/03/2024
Last trading day: 18/09/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -5,764,935.13
Leverage: Yes

Calculated values

Fair value: 2,050,300.21
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 16.86
Parity: -432,765.03
Time value: 0.44
Break-even: 21,038.06
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.00
Theta: 0.00
Omega: -88.76
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.440
Low: 0.380
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.00%
3 Months
  -57.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.800 0.360
6M High / 6M Low: 1.930 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.53%
Volatility 6M:   160.64%
Volatility 1Y:   -
Volatility 3Y:   -