JP Morgan Put 130 iShares Nasdaq .../  DE000JT4KJM4  /

EUWAX
8/6/2024  12:10:04 PM Chg.+0.080 Bid9:34:26 PM Ask9:34:26 PM Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.520
Bid Size: 50,000
0.550
Ask Size: 50,000
- 130.00 - 3/21/2025 Put
 

Master data

WKN: JT4KJM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 3/21/2025
Issue date: 7/22/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.88
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.21
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.21
Time value: 0.65
Break-even: 121.40
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.30
Spread %: 53.57%
Delta: -0.45
Theta: -0.01
Omega: -6.70
Rho: -0.41
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+89.66%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
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:   -