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JP Morgan Put 135 iShares Nasdaq .../  DE000JK964Q1  /

EUWAX
8/2/2024  10:01:13 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.300EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 - 135.00 - 12/20/2024 Put
 

Master data

WKN: JK964Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 12/20/2024
Issue date: 5/16/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.72
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.29
Implied volatility: 0.12
Historic volatility: 0.15
Parity: 0.29
Time value: 0.17
Break-even: 130.40
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 21.05%
Delta: -0.52
Theta: -0.01
Omega: -15.07
Rho: -0.28
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -44.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.540 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -