JP Morgan Put 260 WAT 15.11.2024
/ DE000JK5EFK5
JP Morgan Put 260 WAT 15.11.2024/ DE000JK5EFK5 /
14/10/2024 08:46:21 |
Chg.-0.017 |
Bid19:01:57 |
Ask19:01:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
-20.00% |
0.075 Bid Size: 2,000 |
0.780 Ask Size: 2,000 |
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: |
-30.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.25 |
Historic volatility: |
0.27 |
Parity: |
-8.97 |
Time value: |
1.07 |
Break-even: |
227.32 |
Moneyness: |
0.73 |
Premium: |
0.31 |
Premium p.a.: |
20.07 |
Spread abs.: |
1.00 |
Spread %: |
1,407.04% |
Delta: |
-0.14 |
Theta: |
-0.42 |
Omega: |
-4.43 |
Rho: |
-0.05 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.068 |
Previous Close: |
0.085 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.43% |
1 Month |
|
|
-86.92% |
3 Months |
|
|
-94.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.083 |
1M High / 1M Low: |
0.440 |
0.083 |
6M High / 6M Low: |
2.310 |
0.083 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.196 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.991 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.03% |
Volatility 6M: |
|
202.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |