JP Morgan Put 340 WAT 20.09.2024
/ DE000JT6QBF7
JP Morgan Put 340 WAT 20.09.2024/ DE000JT6QBF7 /
07/08/2024 10:59:19 |
Chg.-0.31 |
Bid15:03:32 |
Ask15:03:32 |
Underlying |
Strike price |
Expiration date |
Option type |
2.31EUR |
-11.83% |
2.29 Bid Size: 250 |
2.99 Ask Size: 250 |
Waters Corp |
340.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.65 |
Historic volatility: |
0.27 |
Parity: |
0.83 |
Time value: |
2.30 |
Break-even: |
279.89 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.70 |
Spread %: |
28.81% |
Delta: |
-0.49 |
Theta: |
-0.29 |
Omega: |
-4.79 |
Rho: |
-0.22 |
Quote data
Open: |
2.31 |
High: |
2.31 |
Low: |
2.31 |
Previous Close: |
2.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |