JP Morgan Put 240 WAT 15.11.2024
/ DE000JK598X3
JP Morgan Put 240 WAT 15.11.2024/ DE000JK598X3 /
8/7/2024 9:42:06 AM |
Chg.-0.050 |
Bid10:44:43 AM |
Ask10:44:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-9.26% |
0.480 Bid Size: 250 |
2.480 Ask Size: 250 |
Waters Corp |
240.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
4/5/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.27 |
Parity: |
-8.32 |
Time value: |
2.51 |
Break-even: |
194.56 |
Moneyness: |
0.73 |
Premium: |
0.36 |
Premium p.a.: |
2.05 |
Spread abs.: |
2.00 |
Spread %: |
392.16% |
Delta: |
-0.19 |
Theta: |
-0.23 |
Omega: |
-2.34 |
Rho: |
-0.23 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.89% |
1 Month |
|
|
-53.33% |
3 Months |
|
|
-51.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.280 |
1M High / 1M Low: |
1.130 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
308.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |