JP Morgan Put 37750 DJI2MN 18.10.2024
/ DE000JT8HN46
JP Morgan Put 37750 DJI2MN 18.10..../ DE000JT8HN46 /
02/10/2024 15:08:56 |
Chg.-0.007 |
Bid17:03:23 |
Ask17:03:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-16.28% |
0.033 Bid Size: 10,000 |
0.073 Ask Size: 10,000 |
Dow Jones Industrial... |
37,750.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT8HN4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
37,750.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
12/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-200.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.09 |
Parity: |
-3.98 |
Time value: |
0.19 |
Break-even: |
33,927.82 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
9.71 |
Spread abs.: |
0.15 |
Spread %: |
387.18% |
Delta: |
-0.11 |
Theta: |
-20.10 |
Omega: |
-21.42 |
Rho: |
-1.87 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.036 |
Previous Close: |
0.043 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-64.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.027 |
1M High / 1M Low: |
0.250 |
0.027 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
447.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |