JP Morgan Put 220 WAT 15.11.2024
/ DE000JT3DL47
JP Morgan Put 220 WAT 15.11.2024/ DE000JT3DL47 /
8/6/2024 8:42:43 AM |
Chg.+0.090 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+42.86% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
220.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JT3DL4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
6/25/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.15 |
Historic volatility: |
0.27 |
Parity: |
-9.94 |
Time value: |
2.12 |
Break-even: |
179.72 |
Moneyness: |
0.67 |
Premium: |
0.40 |
Premium p.a.: |
2.39 |
Spread abs.: |
1.83 |
Spread %: |
625.00% |
Delta: |
-0.16 |
Theta: |
-0.21 |
Omega: |
-2.30 |
Rho: |
-0.19 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.43% |
1 Month |
|
|
-53.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.140 |
1M High / 1M Low: |
0.690 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
364.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |