OverviewChartNewsTraderScreen

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

EUWAX
9/17/2024  3:20:40 PM Chg.-0.001 Bid4:26:35 PM Ask4:26:35 PM Underlying Strike price Expiration date Option type
0.053EUR -1.85% 0.048
Bid Size: 10,000		 0.088
Ask Size: 10,000		 DOW JONES INDUSTRIAL... 27,750.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -198.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.11
Parity: -13.87
Time value: 0.21
Break-even: 27,540.00
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 2.10
Spread abs.: 0.16
Spread %: 281.82%
Delta: -0.04
Theta: -5.08
Omega: -8.50
Rho: -5.14
 

Quote data

Open: 0.054
High: 0.054
Low: 0.053
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.90%
1 Month
  -17.19%
3 Months
  -31.17%
YTD
  -78.80%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.054
1M High / 1M Low: 0.072 0.054
6M High / 6M Low: 0.190 0.041
High (YTD): 1/4/2024 0.280
Low (YTD): 7/16/2024 0.041
52W High: 10/3/2023 0.760
52W Low: 7/16/2024 0.041
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   105.46%
Volatility 6M:   194.23%
Volatility 1Y:   150.51%
Volatility 3Y:   -