JP Morgan Put 320 WAT 15.11.2024
/ DE000JK5EFR0
JP Morgan Put 320 WAT 15.11.2024/ DE000JK5EFR0 /
| 10/14/2024 8:59:39 AM |
Chg.-0.140 |
Bid3:11:21 PM |
Ask3:11:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-16.67% |
0.710
Bid Size: 250 |
1.710
Ask Size: 250 |
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: |
-19.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.27 |
| Parity: |
-3.48 |
| Time value: |
1.71 |
| Break-even: |
275.85 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
4.34 |
| Spread abs.: |
1.00 |
| Spread %: |
140.85% |
| Delta: |
-0.28 |
| Theta: |
-0.44 |
| Omega: |
-5.42 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.29% |
| 1 Month |
|
|
-69.43% |
| 3 Months |
|
|
-81.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.780 |
| 1M High / 1M Low: |
2.110 |
0.780 |
| 6M High / 6M Low: |
5.060 |
0.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.86% |
| Volatility 6M: |
|
132.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
