JP Morgan Put 28000 DJI 20.12.202.../  DE000JS9QSW1  /

EUWAX
2024-07-31  4:28:29 PM Chg.-0.006 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.047EUR -11.32% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 28,000.00 - 2024-12-20 Put
 

Master data

WKN: JS9QSW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 28,000.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -162.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.10
Parity: -12.74
Time value: 0.25
Break-even: 27,750.00
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 1.04
Spread abs.: 0.20
Spread %: 420.83%
Delta: -0.05
Theta: -3.67
Omega: -8.33
Rho: -9.08
 

Quote data

Open: 0.045
High: 0.047
Low: 0.045
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.88%
1 Month
  -46.59%
3 Months
  -63.85%
YTD
  -82.59%
1 Year
  -91.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.047
1M High / 1M Low: 0.085 0.042
6M High / 6M Low: 0.220 0.042
High (YTD): 2024-01-04 0.290
Low (YTD): 2024-07-16 0.042
52W High: 2023-10-03 0.790
52W Low: 2024-07-16 0.042
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   35.433
Avg. price 1Y:   0.312
Avg. volume 1Y:   25.391
Volatility 1M:   174.24%
Volatility 6M:   141.19%
Volatility 1Y:   113.50%
Volatility 3Y:   -