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

EUWAX
28/06/2024  14:24:32 Chg.-0.004 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.084EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 27,750.00 - 20/12/2024 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: 20/12/2024
Issue date: 13/03/2023
Last trading day: 19/12/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -170.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.09
Parity: -11.37
Time value: 0.23
Break-even: 27,520.00
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.72
Spread abs.: 0.15
Spread %: 180.49%
Delta: -0.05
Theta: -2.68
Omega: -8.97
Rho: -10.93
 

Quote data

Open: 0.085
High: 0.085
Low: 0.084
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -16.00%
3 Months
  -30.00%
YTD
  -66.40%
1 Year
  -86.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.084
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.280 0.070
High (YTD): 04/01/2024 0.280
Low (YTD): 12/06/2024 0.070
52W High: 03/10/2023 0.760
52W Low: 12/06/2024 0.070
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.343
Avg. volume 1Y:   0.000
Volatility 1M:   131.78%
Volatility 6M:   122.45%
Volatility 1Y:   101.34%
Volatility 3Y:   -