JP Morgan Put 310 WAT 15.11.2024
/ DE000JK5EFQ2
JP Morgan Put 310 WAT 15.11.2024/ DE000JK5EFQ2 /
| 10/14/2024 8:59:37 AM |
Chg.-0.110 |
Bid7:10:35 PM |
Ask7:10:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-18.03% |
0.530
Bid Size: 3,000 |
1.030
Ask Size: 3,000 |
Waters Corp |
310.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.27 |
| Parity: |
-4.39 |
| Time value: |
1.38 |
| Break-even: |
269.97 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
5.37 |
| Spread abs.: |
0.92 |
| Spread %: |
196.08% |
| Delta: |
-0.24 |
| Theta: |
-0.40 |
| Omega: |
-5.75 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-73.40% |
| 3 Months |
|
|
-84.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
1.720 |
0.570 |
| 6M High / 6M Low: |
4.540 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.34% |
| Volatility 6M: |
|
142.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
