JP Morgan Put 310 WAT 15.11.2024
/ DE000JK5EFQ2
JP Morgan Put 310 WAT 15.11.2024/ DE000JK5EFQ2 /
07/08/2024 08:52:00 |
Chg.-0.15 |
Bid15:34:14 |
Ask15:34:14 |
Underlying |
Strike price |
Expiration date |
Option type |
2.17EUR |
-6.47% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
310.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK5EFQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
310.00 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: |
-9.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
-1.91 |
Time value: |
3.23 |
Break-even: |
251.43 |
Moneyness: |
0.94 |
Premium: |
0.17 |
Premium p.a.: |
0.77 |
Spread abs.: |
1.00 |
Spread %: |
44.84% |
Delta: |
-0.35 |
Theta: |
-0.19 |
Omega: |
-3.27 |
Rho: |
-0.38 |
Quote data
Open: |
2.17 |
High: |
2.17 |
Low: |
2.17 |
Previous Close: |
2.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.20% |
1 Month |
|
|
-44.36% |
3 Months |
|
|
-34.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
1.62 |
1M High / 1M Low: |
4.14 |
1.62 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |