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JP Morgan Put 26000 DJI 20.12.202.../  DE000JS9QSL4  /

EUWAX
7/10/2024  3:22:05 PM Chg.-0.002 Bid8:46:22 PM Ask8:46:22 PM Underlying Strike price Expiration date Option type
0.052EUR -3.70% 0.047
Bid Size: 10,000		 0.097
Ask Size: 10,000		 Dow Jones Industrial... 26,000.00 - 12/20/2024 Put
 

Master data

WKN: JS9QSL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 26,000.00 -
Maturity: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -157.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.09
Parity: -13.29
Time value: 0.25
Break-even: 25,750.00
Moneyness: 0.66
Premium: 0.34
Premium p.a.: 0.94
Spread abs.: 0.20
Spread %: 380.77%
Delta: -0.05
Theta: -3.21
Omega: -7.62
Rho: -9.63
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.75%
1 Month
  -18.75%
3 Months
  -52.73%
YTD
  -72.63%
1 Year
  -89.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.053
1M High / 1M Low: 0.076 0.053
6M High / 6M Low: 0.190 0.053
High (YTD): 1/4/2024 0.210
Low (YTD): 7/8/2024 0.053
52W High: 10/3/2023 0.550
52W Low: 7/8/2024 0.053
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   136.54%
Volatility 6M:   125.02%
Volatility 1Y:   100.96%
Volatility 3Y:   -