JP Morgan Put 350 WAT 20.12.2024
/ DE000JT98J69
JP Morgan Put 350 WAT 20.12.2024/ DE000JT98J69 /
| 18/11/2024 08:10:40 |
Chg.+0.540 |
Bid18:56:07 |
Ask18:56:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+71.05% |
1.450
Bid Size: 5,000 |
1.750
Ask Size: 5,000 |
Waters Corp |
350.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JT98J6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
-0.80 |
| Time value: |
2.00 |
| Break-even: |
312.19 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.70 |
| Spread %: |
53.85% |
| Delta: |
-0.41 |
| Theta: |
-0.36 |
| Omega: |
-6.91 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.300 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+124.14% |
| 1 Month |
|
|
-49.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.550 |
| 1M High / 1M Low: |
3.520 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
