JP Morgan Put 330 WAT 20.09.2024
/ DE000JT6CRM9
JP Morgan Put 330 WAT 20.09.2024/ DE000JT6CRM9 /
| 9/12/2024 9:34:25 AM |
Chg.-0.06 |
Bid8:04:37 PM |
Ask8:04:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-5.88% |
1.22
Bid Size: 5,000 |
1.52
Ask Size: 5,000 |
Waters Corp |
330.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JT6CRM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
1.41 |
| Break-even: |
282.62 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
7.35 |
| Spread abs.: |
0.70 |
| Spread %: |
69.31% |
| Delta: |
-0.50 |
| Theta: |
-0.96 |
| Omega: |
-8.70 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-42.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.88 |
| 1M High / 1M Low: |
1.67 |
0.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
