JP Morgan Put 330 WAT 16.08.2024
/ DE000JT55PS0
JP Morgan Put 330 WAT 16.08.2024/ DE000JT55PS0 /
2024-08-07 4:01:15 PM |
Chg.+0.350 |
Bid5:04:14 PM |
Ask5:04:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+42.68% |
0.940 Bid Size: 5,000 |
1.240 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JT55PS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-08-02 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
2.00 |
Break-even: |
282.04 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
13.82 |
Spread abs.: |
0.70 |
Spread %: |
53.85% |
Delta: |
-0.46 |
Theta: |
-1.12 |
Omega: |
-6.93 |
Rho: |
-0.04 |
Quote data
Open: |
1.170 |
High: |
1.170 |
Low: |
1.170 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |