JP Morgan Put 30000 DJI2MN 20.12..../  DE000JS9PJ84  /

EUWAX
10/07/2024  15:22:02 Chg.0.000 Bid18:19:25 Ask18:19:25 Underlying Strike price Expiration date Option type
0.097EUR 0.00% 0.089
Bid Size: 10,000
0.140
Ask Size: 10,000
Dow Jones Industrial... 30,000.00 - 20/12/2024 Put
 

Master data

WKN: JS9PJ8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 30,000.00 -
Maturity: 20/12/2024
Issue date: 13/03/2023
Last trading day: 19/12/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -157.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.09
Parity: -9.29
Time value: 0.25
Break-even: 29,750.00
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 0.63
Spread abs.: 0.15
Spread %: 157.73%
Delta: -0.07
Theta: -2.86
Omega: -10.35
Rho: -12.67
 

Quote data

Open: 0.096
High: 0.097
Low: 0.096
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.82%
1 Month
  -19.17%
3 Months
  -55.91%
YTD
  -74.47%
1 Year
  -89.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.094
1M High / 1M Low: 0.140 0.094
6M High / 6M Low: 0.380 0.094
High (YTD): 04/01/2024 0.410
Low (YTD): 08/07/2024 0.094
52W High: 03/10/2023 1.140
52W Low: 08/07/2024 0.094
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.486
Avg. volume 1Y:   0.000
Volatility 1M:   140.93%
Volatility 6M:   131.29%
Volatility 1Y:   105.50%
Volatility 3Y:   -