JP Morgan Put 340 WAT 20.09.2024
/ DE000JT6QBF7
JP Morgan Put 340 WAT 20.09.2024/ DE000JT6QBF7 /
9/12/2024 10:58:39 AM |
Chg.-0.05 |
Bid8:04:37 PM |
Ask8:04:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
-3.18% |
1.82 Bid Size: 5,000 |
2.32 Ask Size: 5,000 |
Waters Corp |
340.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT6QBF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/2/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.88 |
Historic volatility: |
0.27 |
Parity: |
1.21 |
Time value: |
1.03 |
Break-even: |
286.40 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
3.78 |
Spread abs.: |
0.70 |
Spread %: |
45.45% |
Delta: |
-0.59 |
Theta: |
-0.92 |
Omega: |
-7.84 |
Rho: |
-0.04 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-28.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.57 |
1.37 |
1M High / 1M Low: |
2.14 |
0.91 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |