JP Morgan Put 250 WAT 16.08.2024
/ DE000JB706Y1
JP Morgan Put 250 WAT 16.08.2024/ DE000JB706Y1 /
| 2024-08-07 11:37:31 AM |
Chg.-0.007 |
Bid2024-08-07 |
Ask2024-08-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-38.89% |
0.011
Bid Size: 50 |
2.010
Ask Size: 50 |
Waters Corp |
250.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB706Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.17 |
| Historic volatility: |
0.27 |
| Parity: |
-7.40 |
| Time value: |
1.02 |
| Break-even: |
218.62 |
| Moneyness: |
0.76 |
| Premium: |
0.28 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
5,900.00% |
| Delta: |
-0.16 |
| Theta: |
-1.39 |
| Omega: |
-4.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-97.80% |
| 3 Months |
|
|
-98.28% |
| YTD |
|
|
-99.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.013 |
| 1M High / 1M Low: |
0.500 |
0.013 |
| 6M High / 6M Low: |
1.260 |
0.013 |
| High (YTD): |
2024-01-18 |
1.670 |
| Low (YTD): |
2024-08-05 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
734.03% |
| Volatility 6M: |
|
366.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
