JP Morgan Put 42800 DJI2MN 21.02..../  DE000JV81T62  /

EUWAX
1/22/2025  3:22:39 PM Chg.-0.120 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.220EUR -35.29% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 42,800.00 USD 2/21/2025 Put
 

Master data

WKN: JV81T6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 42,800.00 USD
Maturity: 2/21/2025
Issue date: 12/10/2024
Last trading day: 2/20/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -120.88
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -1.18
Time value: 0.35
Break-even: 40,780.91
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 40.00%
Delta: -0.26
Theta: -10.72
Omega: -31.88
Rho: -9.46
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.69%
1 Month
  -77.55%
3 Months     -
YTD
  -71.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.220
1M High / 1M Low: 1.230 0.220
6M High / 6M Low: - -
High (YTD): 1/13/2025 1.230
Low (YTD): 1/22/2025 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -