JP Morgan Put 310 WAT 18.10.2024
/ DE000JT8P7J6
JP Morgan Put 310 WAT 18.10.2024/ DE000JT8P7J6 /
12/09/2024 10:38:46 |
Chg.-0.02 |
Bid17:08:09 |
Ask17:08:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
-1.96% |
1.34 Bid Size: 5,000 |
1.64 Ask Size: 5,000 |
Waters Corp |
310.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT8P7J |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
310.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.27 |
Parity: |
-1.52 |
Time value: |
1.55 |
Break-even: |
266.02 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
1.72 |
Spread abs.: |
0.64 |
Spread %: |
69.31% |
Delta: |
-0.35 |
Theta: |
-0.29 |
Omega: |
-6.71 |
Rho: |
-0.12 |
Quote data
Open: |
1.00 |
High: |
1.00 |
Low: |
1.00 |
Previous Close: |
1.02 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.17% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.02 |
0.90 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |