JP Morgan Put 270 WAT 15.11.2024
/ DE000JK5EFL3
JP Morgan Put 270 WAT 15.11.2024/ DE000JK5EFL3 /
| 11/07/2024 08:54:18 |
Chg.-0.20 |
Bid19:09:26 |
Ask19:09:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-9.26% |
1.56
Bid Size: 5,000 |
2.26
Ask Size: 5,000 |
Waters Corp |
270.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK5EFL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 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: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
-1.69 |
| Time value: |
2.97 |
| Break-even: |
219.53 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
1.00 |
| Spread %: |
50.76% |
| Delta: |
-0.35 |
| Theta: |
-0.14 |
| Omega: |
-3.10 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.39% |
| 1 Month |
|
|
+7.10% |
| 3 Months |
|
|
+29.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.02 |
| 1M High / 1M Low: |
2.24 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
