JP Morgan Put 310 WAT 20.09.2024
/ DE000JT5CJX5
JP Morgan Put 310 WAT 20.09.2024/ DE000JT5CJX5 /
| 8/7/2024 8:53:37 AM |
Chg.-0.26 |
Bid7:00:37 PM |
Ask7:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-19.26% |
1.27
Bid Size: 5,000 |
1.57
Ask Size: 5,000 |
Waters Corp |
310.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JT5CJX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/23/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
-1.91 |
| Time value: |
1.71 |
| Break-even: |
266.62 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.64 |
| Spread %: |
59.83% |
| Delta: |
-0.34 |
| Theta: |
-0.27 |
| Omega: |
-5.95 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
0.72 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| 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: |
|
- |
