JP Morgan Put 300 WAT 15.11.2024
/ DE000JK5EFP4
JP Morgan Put 300 WAT 15.11.2024/ DE000JK5EFP4 /
2024-10-14 12:22:08 PM |
Chg.-0.080 |
Bid6:05:41 PM |
Ask6:05:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-18.60% |
0.370 Bid Size: 3,000 |
0.870 Ask Size: 3,000 |
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: |
-26.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.92 |
Historic volatility: |
0.27 |
Parity: |
-5.31 |
Time value: |
1.25 |
Break-even: |
262.19 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
7.00 |
Spread abs.: |
0.92 |
Spread %: |
277.78% |
Delta: |
-0.21 |
Theta: |
-0.40 |
Omega: |
-5.62 |
Rho: |
-0.07 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-37.50% |
1 Month |
|
|
-76.97% |
3 Months |
|
|
-87.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.400 |
1M High / 1M Low: |
1.370 |
0.400 |
6M High / 6M Low: |
4.040 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.726 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.02% |
Volatility 6M: |
|
154.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |