JP Morgan Put 21050 NDX.X/  DE000JF06624  /

EUWAX
1/23/2025  3:19:15 PM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.041EUR - -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 21,050.00 USD 1/24/2025 Put
 

Master data

WKN: JF0662
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 21,050.00 USD
Maturity: 1/24/2025
Issue date: 1/3/2025
Last trading day: 1/23/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -642.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.17
Parity: -7.72
Time value: 0.33
Break-even: 20,192.35
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.29
Spread %: 750.00%
Delta: -0.11
Theta: -58.07
Omega: -67.88
Rho: -0.06
 

Quote data

Open: 0.055
High: 0.055
Low: 0.041
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.760 0.041
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.553
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -