JP Morgan Put 280 WAT 20.09.2024
/ DE000JT79XJ3
JP Morgan Put 280 WAT 20.09.2024/ DE000JT79XJ3 /
9/12/2024 12:18:34 PM |
Chg.-0.017 |
Bid9:00:10 PM |
Ask9:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
-42.50% |
0.044 Bid Size: 2,000 |
0.740 Ask Size: 2,000 |
Waters Corp |
280.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT79XJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.55 |
Historic volatility: |
0.27 |
Parity: |
-4.24 |
Time value: |
0.94 |
Break-even: |
244.95 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.91 |
Spread %: |
3,578.57% |
Delta: |
-0.21 |
Theta: |
-1.24 |
Omega: |
-6.81 |
Rho: |
-0.02 |
Quote data
Open: |
0.023 |
High: |
0.023 |
Low: |
0.023 |
Previous Close: |
0.040 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-79.09% |
1 Month |
|
|
-93.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.040 |
1M High / 1M Low: |
0.370 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
703.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |