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

EUWAX
9/10/2024  4:14:44 PM Chg.+0.004 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.093EUR +4.49% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 30,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -170.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.11
Parity: -10.83
Time value: 0.24
Break-even: 29,760.00
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 1.38
Spread abs.: 0.15
Spread %: 172.73%
Delta: -0.06
Theta: -4.84
Omega: -9.87
Rho: -7.21
 

Quote data

Open: 0.086
High: 0.093
Low: 0.086
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month
  -38.00%
3 Months
  -22.50%
YTD
  -75.53%
1 Year
  -88.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.075
1M High / 1M Low: 0.130 0.071
6M High / 6M Low: 0.300 0.060
High (YTD): 1/4/2024 0.410
Low (YTD): 7/16/2024 0.060
52W High: 10/3/2023 1.140
52W Low: 7/16/2024 0.060
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   130.66%
Volatility 6M:   207.14%
Volatility 1Y:   157.75%
Volatility 3Y:   -