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JP Morgan Put 460 NTH 17.01.2025/  DE000JS5R5B0  /

EUWAX
04/10/2024  09:22:32 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.038EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 460.00 - 17/01/2025 Put
 

Master data

WKN: JS5R5B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Put
Strike price: 460.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -85.80
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -0.29
Time value: 0.06
Break-even: 454.30
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 54.05%
Delta: -0.21
Theta: -0.05
Omega: -18.08
Rho: -0.31
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month
  -35.59%
3 Months
  -88.13%
YTD
  -89.14%
1 Year
  -93.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.030
1M High / 1M Low: 0.065 0.030
6M High / 6M Low: 0.410 0.030
High (YTD): 25/01/2024 0.470
Low (YTD): 02/10/2024 0.030
52W High: 06/10/2023 0.590
52W Low: 02/10/2024 0.030
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.279
Avg. volume 1Y:   0.000
Volatility 1M:   204.91%
Volatility 6M:   148.38%
Volatility 1Y:   127.83%
Volatility 3Y:   -