JP Morgan Put 300 WAT 15.11.2024
/ DE000JK5EFP4
JP Morgan Put 300 WAT 15.11.2024/ DE000JK5EFP4 /
11/07/2024 08:48:51 |
Chg.-0.24 |
Bid21:08:56 |
Ask21:08:56 |
Underlying |
Strike price |
Expiration date |
Option type |
3.34EUR |
-6.70% |
2.82 Bid Size: 5,000 |
3.32 Ask Size: 5,000 |
Waters Corp |
300.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
14/11/2024 |
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: |
|
- |