JP Morgan Put 240 WAT 15.11.2024
/ DE000JK598X3
JP Morgan Put 240 WAT 15.11.2024/ DE000JK598X3 /
| 12/09/2024 09:50:57 |
Chg.0.000 |
Bid17:20:38 |
Ask17:20:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.320
Bid Size: 3,000 |
0.820
Ask Size: 3,000 |
Waters Corp |
240.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK598X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.27 |
| Parity: |
-7.88 |
| Time value: |
1.25 |
| Break-even: |
205.48 |
| Moneyness: |
0.73 |
| Premium: |
0.31 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
1.00 |
| Spread %: |
400.00% |
| Delta: |
-0.16 |
| Theta: |
-0.22 |
| Omega: |
-3.86 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
-74.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.410 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
