JP Morgan Put 330 WAT 18.10.2024
/ DE000JT8P7M0
JP Morgan Put 330 WAT 18.10.2024/ DE000JT8P7M0 /
2024-09-12 10:38:48 AM |
Chg.-0.04 |
Bid6:05:58 PM |
Ask6:05:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.77EUR |
-2.21% |
2.09 Bid Size: 5,000 |
2.39 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
2024-10-18 |
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: |
2024-10-18 |
Issue date: |
2024-08-22 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.58 |
Historic volatility: |
0.27 |
Parity: |
0.30 |
Time value: |
1.96 |
Break-even: |
277.10 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.64 |
Spread %: |
39.11% |
Delta: |
-0.48 |
Theta: |
-0.28 |
Omega: |
-6.27 |
Rho: |
-0.16 |
Quote data
Open: |
1.77 |
High: |
1.77 |
Low: |
1.77 |
Previous Close: |
1.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.73% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.64 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.72 |
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: |
|
- |