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

EUWAX
2024-11-13  10:56:42 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 26,000.00 - 2024-12-20 Put
 

Master data

WKN: JS9QSL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 26,000.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -536.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.11
Parity: -17.44
Time value: 0.08
Break-even: 25,919.00
Moneyness: 0.60
Premium: 0.40
Premium p.a.: 37.02
Spread abs.: 0.08
Spread %: 8,000.00%
Delta: -0.02
Theta: -7.32
Omega: -9.61
Rho: -0.80
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -96.67%
3 Months
  -98.11%
YTD
  -99.47%
1 Year
  -99.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.030 0.001
6M High / 6M Low: 0.086 0.001
High (YTD): 2024-01-04 0.210
Low (YTD): 2024-11-13 0.001
52W High: 2023-11-21 0.300
52W Low: 2024-11-13 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   420.70%
Volatility 6M:   257.19%
Volatility 1Y:   196.42%
Volatility 3Y:   -