JP Morgan Put 260 WAT 15.11.2024
/ DE000JK5EFK5
JP Morgan Put 260 WAT 15.11.2024/ DE000JK5EFK5 /
| 11/07/2024 08:42:03 |
Chg.-0.18 |
Bid21:01:45 |
Ask21:01:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-10.17% |
1.23
Bid Size: 5,000 |
1.93
Ask Size: 5,000 |
Waters Corp |
260.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
2.40 |
| Break-even: |
216.00 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.92 |
| Spread %: |
62.50% |
| Delta: |
-0.31 |
| Theta: |
-0.13 |
| Omega: |
-3.43 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+6.00% |
| 3 Months |
|
|
+27.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.65 |
| 1M High / 1M Low: |
1.85 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
