JP Morgan Put 320 WAT 20.09.2024
/ DE000JT5TPJ5
JP Morgan Put 320 WAT 20.09.2024/ DE000JT5TPJ5 /
| 8/7/2024 12:29:08 PM |
Chg.+0.08 |
Bid9:05:26 PM |
Ask9:05:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+6.02% |
1.79
Bid Size: 5,000 |
2.09
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JT5TPJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
-1.00 |
| Time value: |
2.03 |
| Break-even: |
272.56 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.64 |
| Spread %: |
46.05% |
| Delta: |
-0.39 |
| Theta: |
-0.27 |
| Omega: |
-5.79 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.00 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| 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: |
|
- |
