JP Morgan Put 30000 DJI 20.12.202.../  DE000JS9PJ84  /

EUWAX
2024-06-28  2:24:25 PM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 30,000.00 - 2024-12-20 Put
 

Master data

WKN: JS9PJ8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 30,000.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -144.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.09
Parity: -9.12
Time value: 0.27
Break-even: 29,730.00
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 0.57
Spread abs.: 0.15
Spread %: 125.00%
Delta: -0.07
Theta: -2.80
Omega: -10.11
Rho: -14.30
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -14.29%
3 Months
  -33.33%
YTD
  -68.42%
1 Year
  -87.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: 0.410 0.100
High (YTD): 2024-01-04 0.410
Low (YTD): 2024-06-12 0.100
52W High: 2023-10-03 1.140
52W Low: 2024-06-12 0.100
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.509
Avg. volume 1Y:   0.000
Volatility 1M:   139.83%
Volatility 6M:   129.54%
Volatility 1Y:   105.01%
Volatility 3Y:   -