JP Morgan Put 350 WAT 20.12.2024
/ DE000JK4DJ23
JP Morgan Put 350 WAT 20.12.2024/ DE000JK4DJ23 /
| 2024-07-01 3:13:17 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.46EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
350.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JK4DJ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.39 |
| Intrinsic value: |
8.39 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
8.39 |
| Time value: |
0.51 |
| Break-even: |
261.00 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
2.00 |
| Spread %: |
28.99% |
| Delta: |
-0.75 |
| Theta: |
-0.05 |
| Omega: |
-2.24 |
| Rho: |
-1.28 |
Quote data
| Open: |
6.46 |
| High: |
6.46 |
| Low: |
6.46 |
| Previous Close: |
6.69 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.60% |
| 3 Months |
|
|
+31.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.69 |
5.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
