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

EUWAX
26/09/2024  16:14:55 Chg.- Bid08:11:04 Ask08:11:04 Underlying Strike price Expiration date Option type
0.047EUR - 0.045
Bid Size: 5,000		 0.120
Ask Size: 5,000		 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: -210.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.10
Parity: -14.43
Time value: 0.20
Break-even: 27,550.00
Moneyness: 0.66
Premium: 0.35
Premium p.a.: 2.65
Spread abs.: 0.16
Spread %: 344.44%
Delta: -0.04
Theta: -5.56
Omega: -8.49
Rho: -4.37
 

Quote data

Open: 0.042
High: 0.047
Low: 0.042
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -20.34%
3 Months
  -46.59%
YTD
  -81.20%
1 Year
  -92.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.047
1M High / 1M Low: 0.072 0.047
6M High / 6M Low: 0.190 0.041
High (YTD): 04/01/2024 0.280
Low (YTD): 16/07/2024 0.041
52W High: 03/10/2023 0.760
52W Low: 16/07/2024 0.041
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   123.76%
Volatility 6M:   193.04%
Volatility 1Y:   151.04%
Volatility 3Y:   -