JP Morgan Put 290 WAT 18.10.2024
/ DE000JT8P7F4
JP Morgan Put 290 WAT 18.10.2024/ DE000JT8P7F4 /
2024-09-12 10:38:46 AM |
Chg.-0.010 |
Bid6:57:30 PM |
Ask6:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-2.04% |
0.610 Bid Size: 5,000 |
1.110 Ask Size: 5,000 |
Waters Corp |
290.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JT8P7F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-08-22 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.27 |
Parity: |
-3.34 |
Time value: |
1.36 |
Break-even: |
249.76 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
3.44 |
Spread abs.: |
0.91 |
Spread %: |
200.00% |
Delta: |
-0.27 |
Theta: |
-0.33 |
Omega: |
-5.82 |
Rho: |
-0.09 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.13% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.420 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |