JP Morgan Put 290 WAT 15.11.2024
/ DE000JK5EFN9
JP Morgan Put 290 WAT 15.11.2024/ DE000JK5EFN9 /
| 2024-07-11 8:48:51 AM |
Chg.-0.23 |
Bid7:13:42 PM |
Ask7:13:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-7.49% |
2.33
Bid Size: 5,000 |
2.83
Ask Size: 5,000 |
Waters Corp |
290.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5EFN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.27 |
| Parity: |
0.16 |
| Time value: |
3.68 |
| Break-even: |
229.29 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
1.00 |
| Spread %: |
35.21% |
| Delta: |
-0.42 |
| Theta: |
-0.14 |
| Omega: |
-2.90 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
+9.23% |
| 3 Months |
|
|
+34.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.88 |
| 1M High / 1M Low: |
3.15 |
2.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
