JP Morgan Put 340 WAT 20.12.2024
/ DE000JT5W259
JP Morgan Put 340 WAT 20.12.2024/ DE000JT5W259 /
2024-09-12 10:57:10 AM |
Chg.-0.01 |
Bid7:10:12 PM |
Ask7:10:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.46EUR |
-0.29% |
3.65 Bid Size: 5,000 |
4.15 Ask Size: 5,000 |
Waters Corp |
340.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JT5W25 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-08-02 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.57 |
Historic volatility: |
0.27 |
Parity: |
1.21 |
Time value: |
2.85 |
Break-even: |
268.29 |
Moneyness: |
1.04 |
Premium: |
0.10 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.91 |
Spread %: |
28.90% |
Delta: |
-0.48 |
Theta: |
-0.16 |
Omega: |
-3.52 |
Rho: |
-0.50 |
Quote data
Open: |
3.46 |
High: |
3.46 |
Low: |
3.46 |
Previous Close: |
3.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.14% |
1 Month |
|
|
-6.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.47 |
3.26 |
1M High / 1M Low: |
3.69 |
2.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |