JP Morgan Put 250 WAT 15.11.2024
/ DE000JK5EFG3
JP Morgan Put 250 WAT 15.11.2024/ DE000JK5EFG3 /
2024-09-12 9:02:38 AM |
Chg.0.000 |
Bid2:30:22 PM |
Ask2:30:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
0.00% |
0.350 Bid Size: 250 |
1.350 Ask Size: 250 |
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: |
-21.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
-6.97 |
Time value: |
1.35 |
Break-even: |
213.56 |
Moneyness: |
0.77 |
Premium: |
0.28 |
Premium p.a.: |
3.09 |
Spread abs.: |
1.00 |
Spread %: |
285.71% |
Delta: |
-0.18 |
Theta: |
-0.23 |
Omega: |
-3.99 |
Rho: |
-0.12 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.06% |
1 Month |
|
|
-35.19% |
3 Months |
|
|
-71.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.310 |
1M High / 1M Low: |
0.540 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |