JP Morgan Put 280 WAT 19.07.2024
/ DE000JT0JH32
JP Morgan Put 280 WAT 19.07.2024/ DE000JT0JH32 /
7/11/2024 9:47:15 AM |
Chg.-0.250 |
Bid5:23:04 PM |
Ask5:23:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-39.68% |
0.120 Bid Size: 3,000 |
0.620 Ask Size: 3,000 |
Waters Corp |
280.00 USD |
7/19/2024 |
Put |
Master data
WKN: |
JT0JH3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
5/31/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.89 |
Historic volatility: |
0.27 |
Parity: |
-0.77 |
Time value: |
1.02 |
Break-even: |
248.31 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
18.26 |
Spread abs.: |
0.65 |
Spread %: |
175.00% |
Delta: |
-0.38 |
Theta: |
-0.82 |
Omega: |
-10.07 |
Rho: |
-0.02 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.59% |
1 Month |
|
|
-47.22% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.550 |
1M High / 1M Low: |
0.890 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.586 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |