JP Morgan Put 280 WAT 15.11.2024
/ DE000JK5EFM1
JP Morgan Put 280 WAT 15.11.2024/ DE000JK5EFM1 /
9/12/2024 8:57:07 AM |
Chg.0.000 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
280.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK5EFM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.27 |
Parity: |
-4.24 |
Time value: |
1.68 |
Break-even: |
237.50 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.91 |
Spread %: |
117.65% |
Delta: |
-0.25 |
Theta: |
-0.23 |
Omega: |
-4.46 |
Rho: |
-0.16 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.59% |
1 Month |
|
|
-24.11% |
3 Months |
|
|
-61.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.770 |
1M High / 1M Low: |
1.120 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.758 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |