JP Morgan Put 210 WAT 15.11.2024
/ DE000JT44XP4
JP Morgan Put 210 WAT 15.11.2024/ DE000JT44XP4 /
14/10/2024 11:45:17 |
Chg.-0.001 |
Bid20:05:29 |
Ask20:05:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-12.50% |
0.007 Bid Size: 500 |
0.710 Ask Size: 500 |
Waters Corp |
210.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
11/07/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.29 |
Historic volatility: |
0.27 |
Parity: |
-13.55 |
Time value: |
2.01 |
Break-even: |
172.15 |
Moneyness: |
0.59 |
Premium: |
0.47 |
Premium p.a.: |
82.99 |
Spread abs.: |
2.00 |
Spread %: |
25,025.00% |
Delta: |
-0.13 |
Theta: |
-0.73 |
Omega: |
-2.11 |
Rho: |
-0.05 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-65.00% |
1 Month |
|
|
-91.57% |
3 Months |
|
|
-97.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.008 |
1M High / 1M Low: |
0.068 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
308.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |