JP Morgan Put 380 WAT 16.05.2025
/ DE000JV46T17
JP Morgan Put 380 WAT 16.05.2025/ DE000JV46T17 /
| 2024-11-18 9:03:29 AM |
Chg.+0.72 |
Bid6:57:21 PM |
Ask6:57:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.03EUR |
+16.71% |
5.15
Bid Size: 5,000 |
6.15
Ask Size: 5,000 |
Waters Corp |
380.00 USD |
2025-05-16 |
Put |
Master data
| WKN: |
JV46T1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-11-05 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
2.04 |
| Time value: |
4.60 |
| Break-even: |
294.22 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
1.90 |
| Spread %: |
40.00% |
| Delta: |
-0.46 |
| Theta: |
-0.14 |
| Omega: |
-2.33 |
| Rho: |
-1.09 |
Quote data
| Open: |
5.03 |
| High: |
5.03 |
| Low: |
5.03 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.31 |
3.82 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
