JP Morgan Put 360 DPZ 15.01.2027/  DE000JF0TWE9  /

EUWAX
12/20/2024  11:11:48 AM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.430EUR +2.38% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 360.00 USD 1/15/2027 Put
 

Master data

WKN: JF0TWE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Put
Strike price: 360.00 USD
Maturity: 1/15/2027
Issue date: 12/19/2024
Last trading day: 1/14/2027
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -7.17
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -0.63
Time value: 0.57
Break-even: 288.19
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 35.71%
Delta: -0.25
Theta: -0.04
Omega: -1.79
Rho: -3.29
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -