JP Morgan Put 320 WAT 15.11.2024
/ DE000JK5EFR0
JP Morgan Put 320 WAT 15.11.2024/ DE000JK5EFR0 /
9/12/2024 9:02:38 AM |
Chg.-0.01 |
Bid7:33:46 PM |
Ask7:33:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.11EUR |
-0.47% |
2.30 Bid Size: 5,000 |
2.60 Ask Size: 5,000 |
Waters Corp |
320.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK5EFR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 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: |
-11.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.27 |
Parity: |
-0.61 |
Time value: |
2.56 |
Break-even: |
265.02 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.64 |
Spread %: |
33.02% |
Delta: |
-0.41 |
Theta: |
-0.21 |
Omega: |
-4.73 |
Rho: |
-0.26 |
Quote data
Open: |
2.11 |
High: |
2.11 |
Low: |
2.11 |
Previous Close: |
2.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.50% |
1 Month |
|
|
-12.08% |
3 Months |
|
|
-48.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
2.00 |
1M High / 1M Low: |
2.40 |
1.46 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |