JP Morgan Put 270 WAT 20.09.2024
/ DE000JT79XK1
JP Morgan Put 270 WAT 20.09.2024/ DE000JT79XK1 /
12/09/2024 12:18:34 |
Chg.-0.008 |
Bid20:08:23 |
Ask20:08:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-42.11% |
0.016 Bid Size: 1,000 |
0.720 Ask Size: 1,000 |
Waters Corp |
270.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JT79XK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/08/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-32.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.74 |
Historic volatility: |
0.27 |
Parity: |
-5.15 |
Time value: |
0.92 |
Break-even: |
236.05 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.91 |
Spread %: |
7,669.23% |
Delta: |
-0.19 |
Theta: |
-1.30 |
Omega: |
-6.20 |
Rho: |
-0.01 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.019 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.08% |
1 Month |
|
|
-95.93% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.019 |
1M High / 1M Low: |
0.270 |
0.019 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
801.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |