JP Morgan Put 200 WAT 15.11.2024
/ DE000JK6U3C4
JP Morgan Put 200 WAT 15.11.2024/ DE000JK6U3C4 /
11/07/2024 12:30:22 |
Chg.-0.050 |
Bid17:07:04 |
Ask17:07:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-12.50% |
0.240 Bid Size: 2,000 |
1.240 Ask Size: 2,000 |
Waters Corp |
200.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK6U3C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
19/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.27 |
Parity: |
-8.15 |
Time value: |
2.35 |
Break-even: |
161.12 |
Moneyness: |
0.69 |
Premium: |
0.39 |
Premium p.a.: |
1.60 |
Spread abs.: |
2.00 |
Spread %: |
571.43% |
Delta: |
-0.18 |
Theta: |
-0.17 |
Omega: |
-2.05 |
Rho: |
-0.25 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.89% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.380 |
1M High / 1M Low: |
0.440 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |