JP Morgan Put 330 WAT 15.11.2024
/ DE000JK5EFS8
JP Morgan Put 330 WAT 15.11.2024/ DE000JK5EFS8 /
2024-07-11 8:54:17 AM |
Chg.-0.31 |
Bid7:11:43 PM |
Ask7:11:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.02EUR |
-5.82% |
4.33 Bid Size: 5,000 |
5.03 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK5EFS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.02 |
Intrinsic value: |
3.85 |
Implied volatility: |
0.54 |
Historic volatility: |
0.27 |
Parity: |
3.85 |
Time value: |
1.71 |
Break-even: |
249.05 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.92 |
Spread %: |
19.92% |
Delta: |
-0.59 |
Theta: |
-0.11 |
Omega: |
-2.83 |
Rho: |
-0.74 |
Quote data
Open: |
5.02 |
High: |
5.02 |
Low: |
5.02 |
Previous Close: |
5.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.57% |
1 Month |
|
|
+10.82% |
3 Months |
|
|
+36.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.33 |
5.05 |
1M High / 1M Low: |
5.39 |
4.53 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |