JP Morgan Put 250 WAT 15.11.2024
/ DE000JK5EFG3
JP Morgan Put 250 WAT 15.11.2024/ DE000JK5EFG3 /
| 2024-10-14 8:59:37 AM |
Chg.-0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-18.52% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
250.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5EFG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.27 |
| Parity: |
-9.88 |
| Time value: |
1.05 |
| Break-even: |
218.37 |
| Moneyness: |
0.70 |
| Premium: |
0.33 |
| Premium p.a.: |
25.69 |
| Spread abs.: |
1.00 |
| Spread %: |
2,182.61% |
| Delta: |
-0.13 |
| Theta: |
-0.43 |
| Omega: |
-4.16 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.054 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.68% |
| 1 Month |
|
|
-88.42% |
| 3 Months |
|
|
-95.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.054 |
| 1M High / 1M Low: |
0.320 |
0.054 |
| 6M High / 6M Low: |
1.950 |
0.054 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.20% |
| Volatility 6M: |
|
216.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
