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JP Morgan Put 370 NTH 17.01.2025/  DE000JS5R524  /

EUWAX
08/08/2024  08:59:45 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.025EUR - -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 370.00 - 17/01/2025 Put
 

Master data

WKN: JS5R52
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Put
Strike price: 370.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 08/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -64.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -1.04
Time value: 0.07
Break-even: 362.70
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 217.39%
Delta: -0.12
Theta: -0.07
Omega: -7.55
Rho: -0.24
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+66.67%
3 Months
  -47.92%
YTD
  -79.17%
1 Year
  -88.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.025 0.015
6M High / 6M Low: 0.100 0.015
High (YTD): 25/01/2024 0.160
Low (YTD): 02/08/2024 0.015
52W High: 04/10/2023 0.260
52W Low: 02/08/2024 0.015
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.104
Avg. volume 1Y:   0.000
Volatility 1M:   241.85%
Volatility 6M:   162.80%
Volatility 1Y:   142.73%
Volatility 3Y:   -