JP Morgan Put 290 WAT 15.11.2024
/ DE000JK5EFN9
JP Morgan Put 290 WAT 15.11.2024/ DE000JK5EFN9 /
7/11/2024 8:48:51 AM |
Chg.-0.23 |
Bid9:08:04 PM |
Ask9:08:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.84EUR |
-7.49% |
2.36 Bid Size: 5,000 |
2.86 Ask Size: 5,000 |
Waters Corp |
290.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
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: |
|
- |