JP Morgan Put 50 NWT 16.01.2026/  DE000JK490C7  /

EUWAX
14/11/2024  16:28:07 Chg.0.000 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.180EUR 0.00% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 50.00 - 16/01/2026 Put
 

Master data

WKN: JK490C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 16/01/2026
Issue date: 01/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.26
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.89
Time value: 0.18
Break-even: 48.20
Moneyness: 0.73
Premium: 0.30
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.12
Theta: -0.01
Omega: -4.70
Rho: -0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -37.93%
3 Months
  -61.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 0.600 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.57%
Volatility 6M:   126.57%
Volatility 1Y:   -
Volatility 3Y:   -