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JP Morgan Put 410 NTH 17.01.2025/  DE000JS5R565  /

EUWAX
2024-08-08  8:59:46 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.052EUR - -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 410.00 - 2025-01-17 Put
 

Master data

WKN: JS5R56
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Put
Strike price: 410.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2024-08-08
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -53.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.64
Time value: 0.09
Break-even: 401.10
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 81.63%
Delta: -0.17
Theta: -0.07
Omega: -9.19
Rho: -0.35
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.055
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months
  -52.73%
YTD
  -74.00%
1 Year
  -83.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.055 0.038
6M High / 6M Low: 0.180 0.038
High (YTD): 2024-01-25 0.260
Low (YTD): 2024-08-02 0.038
52W High: 2023-10-04 0.390
52W Low: 2024-08-02 0.038
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   234.22%
Volatility 6M:   159.13%
Volatility 1Y:   132.03%
Volatility 3Y:   -