JP Morgan Put 240 WAT 16.08.2024
/ DE000JB8UN39
JP Morgan Put 240 WAT 16.08.2024/ DE000JB8UN39 /
| 2024-06-20 12:08:22 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
240.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB8UN3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
1.38 |
| Break-even: |
226.20 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
3.13 |
| Spread abs.: |
1.00 |
| Spread %: |
263.16% |
| Delta: |
-0.29 |
| Theta: |
-0.31 |
| Omega: |
-5.59 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
-2.63% |
| YTD |
|
|
-64.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.460 |
0.370 |
| 6M High / 6M Low: |
1.400 |
0.072 |
| High (YTD): |
2024-01-03 |
1.420 |
| Low (YTD): |
2024-05-16 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.28% |
| Volatility 6M: |
|
250.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
