JP Morgan Put 330 WAT 15.11.2024
/ DE000JK5EFS8
JP Morgan Put 330 WAT 15.11.2024/ DE000JK5EFS8 /
9/12/2024 9:02:39 AM |
Chg.-0.02 |
Bid6:02:22 PM |
Ask6:02:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.53EUR |
-0.78% |
2.87 Bid Size: 5,000 |
3.17 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.64 |
Historic volatility: |
0.27 |
Parity: |
0.30 |
Time value: |
2.94 |
Break-even: |
267.32 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.70 |
Spread %: |
27.56% |
Delta: |
-0.45 |
Theta: |
-0.23 |
Omega: |
-4.14 |
Rho: |
-0.29 |
Quote data
Open: |
2.53 |
High: |
2.53 |
Low: |
2.53 |
Previous Close: |
2.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.98% |
1 Month |
|
|
-9.96% |
3 Months |
|
|
-45.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.55 |
2.41 |
1M High / 1M Low: |
2.81 |
1.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |