JP Morgan Put 360 WAT 20.12.2024
/ DE000JV15952
JP Morgan Put 360 WAT 20.12.2024/ DE000JV15952 /
| 2024-11-18 10:21:23 AM |
Chg.+0.70 |
Bid6:59:19 PM |
Ask6:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+65.42% |
1.89
Bid Size: 5,000 |
2.19
Ask Size: 5,000 |
Waters Corp |
360.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JV1595 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.32 |
| Parity: |
0.15 |
| Time value: |
2.27 |
| Break-even: |
317.48 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.70 |
| Spread %: |
40.70% |
| Delta: |
-0.47 |
| Theta: |
-0.36 |
| Omega: |
-6.59 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+103.45% |
| 1 Month |
|
|
-37.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.68 |
| 1M High / 1M Low: |
4.11 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
