JP Morgan Put 260 WAT 15.11.2024
/ DE000JK5EFK5
JP Morgan Put 260 WAT 15.11.2024/ DE000JK5EFK5 /
| 2024-08-07 8:39:36 AM |
Chg.-0.060 |
Bid10:45:51 AM |
Ask10:45:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-6.98% |
0.790
Bid Size: 250 |
1.790
Ask Size: 250 |
Waters Corp |
260.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5EFK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-16.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
-6.49 |
| Time value: |
1.83 |
| Break-even: |
219.67 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
1.00 |
| Spread %: |
120.48% |
| Delta: |
-0.21 |
| Theta: |
-0.17 |
| Omega: |
-3.45 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.61% |
| 1 Month |
|
|
-51.52% |
| 3 Months |
|
|
-47.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.500 |
| 1M High / 1M Low: |
1.770 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
