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JP Morgan Put 27750 DJI 20.12.202.../  DE000JS9QSV3  /

EUWAX
2024-06-27  2:28:56 PM Chg.- Bid8:56:12 AM Ask8:56:12 AM Underlying Strike price Expiration date Option type
0.088EUR - 0.083
Bid Size: 5,000		 0.230
Ask Size: 5,000		 DOW JONES INDUSTRIAL... 27,750.00 - 2024-12-20 Put
 

Master data

WKN: JS9QSV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 27,750.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -163.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.10
Parity: -11.41
Time value: 0.24
Break-even: 27,510.00
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.72
Spread abs.: 0.16
Spread %: 182.35%
Delta: -0.05
Theta: -2.75
Omega: -8.81
Rho: -11.29
 

Quote data

Open: 0.089
High: 0.089
Low: 0.088
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month  
+1.15%
3 Months
  -26.67%
YTD
  -64.80%
1 Year
  -87.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.087
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.280 0.070
High (YTD): 2024-01-04 0.280
Low (YTD): 2024-06-12 0.070
52W High: 2023-10-03 0.760
52W Low: 2024-06-12 0.070
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   132.57%
Volatility 6M:   122.33%
Volatility 1Y:   101.36%
Volatility 3Y:   -