JP Morgan Put 300 WAT 15.11.2024
/ DE000JK5EFP4
JP Morgan Put 300 WAT 15.11.2024/ DE000JK5EFP4 /
| 2024-07-11 8:48:51 AM |
Chg.-0.24 |
Bid9:01:18 PM |
Ask9:01:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-6.70% |
2.76
Bid Size: 5,000 |
3.26
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5EFP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 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: |
-6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.27 |
| Parity: |
1.08 |
| Time value: |
3.26 |
| Break-even: |
233.52 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
1.00 |
| Spread %: |
29.94% |
| Delta: |
-0.46 |
| Theta: |
-0.14 |
| Omega: |
-2.79 |
| Rho: |
-0.57 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.76% |
| 1 Month |
|
|
+10.23% |
| 3 Months |
|
|
+35.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
3.37 |
| 1M High / 1M Low: |
3.66 |
3.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
