JP Morgan Put 210 WAT 15.11.2024
/ DE000JT44XP4
JP Morgan Put 210 WAT 15.11.2024/ DE000JT44XP4 /
| 8/7/2024 11:11:07 AM |
Chg.-0.030 |
Bid5:06:46 PM |
Ask5:06:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
0.180
Bid Size: 2,000 |
1.180
Ask Size: 2,000 |
Waters Corp |
210.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT44XP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/11/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.27 |
| Parity: |
-11.06 |
| Time value: |
2.22 |
| Break-even: |
170.00 |
| Moneyness: |
0.63 |
| Premium: |
0.44 |
| Premium p.a.: |
2.77 |
| Spread abs.: |
2.00 |
| Spread %: |
909.09% |
| Delta: |
-0.15 |
| Theta: |
-0.23 |
| Omega: |
-2.06 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.100 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| 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: |
|
- |
