JP Morgan Put 330 WAT 20.12.2024
/ DE000JT5W242
JP Morgan Put 330 WAT 20.12.2024/ DE000JT5W242 /
10/14/2024 11:28:22 AM |
Chg.-0.20 |
Bid6:12:15 PM |
Ask6:12:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.50EUR |
-11.76% |
1.55 Bid Size: 5,000 |
2.05 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT5W24 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
-2.56 |
Time value: |
2.51 |
Break-even: |
277.01 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
1.19 |
Spread abs.: |
1.00 |
Spread %: |
66.23% |
Delta: |
-0.33 |
Theta: |
-0.25 |
Omega: |
-4.30 |
Rho: |
-0.24 |
Quote data
Open: |
1.50 |
High: |
1.50 |
Low: |
1.50 |
Previous Close: |
1.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.48% |
1 Month |
|
|
-52.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.60 |
1M High / 1M Low: |
3.00 |
1.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |