JP Morgan Put 330 WAT 18.10.2024
/ DE000JT8P7M0
JP Morgan Put 330 WAT 18.10.2024/ DE000JT8P7M0 /
14/10/2024 10:54:27 |
Chg.-0.101 |
Bid20:06:13 |
Ask20:06:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-72.14% |
0.039 Bid Size: 1,000 |
0.740 Ask Size: 1,000 |
Waters Corp |
330.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT8P7M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.51 |
Historic volatility: |
0.27 |
Parity: |
-2.56 |
Time value: |
0.96 |
Break-even: |
292.50 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.92 |
Spread %: |
2,042.86% |
Delta: |
-0.28 |
Theta: |
-2.16 |
Omega: |
-9.41 |
Rho: |
-0.01 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-88.53% |
1 Month |
|
|
-98.03% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.140 |
1M High / 1M Low: |
1.770 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |