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

EUWAX
8/15/2024  3:17:16 PM Chg.-0.028 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.082EUR -25.45% -
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: -210.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.10
Parity: -10.01
Time value: 0.19
Break-even: 29,810.00
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 0.92
Spread abs.: 0.10
Spread %: 102.13%
Delta: -0.05
Theta: -3.12
Omega: -11.11
Rho: -8.00
 

Quote data

Open: 0.091
High: 0.091
Low: 0.091
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.76%
1 Month  
+30.16%
3 Months
  -31.67%
YTD
  -78.42%
1 Year
  -90.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.200 0.060
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:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.412
Avg. volume 1Y:   0.000
Volatility 1M:   387.81%
Volatility 6M:   204.43%
Volatility 1Y:   154.95%
Volatility 3Y:   -