JP Morgan Put 260 WAT 16.08.2024
/ DE000JB8UN47
JP Morgan Put 260 WAT 16.08.2024/ DE000JB8UN47 /
| 07/08/2024 11:38:59 |
Chg.-0.013 |
Bid17:09:20 |
Ask17:09:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-39.39% |
0.025
Bid Size: 1,000 |
0.730
Ask Size: 1,000 |
Waters Corp |
260.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB8UN4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.98 |
| Historic volatility: |
0.27 |
| Parity: |
-6.49 |
| Time value: |
1.03 |
| Break-even: |
227.67 |
| Moneyness: |
0.79 |
| Premium: |
0.25 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
3,451.72% |
| Delta: |
-0.17 |
| Theta: |
-1.34 |
| Omega: |
-5.14 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.27% |
| 1 Month |
|
|
-97.30% |
| 3 Months |
|
|
-97.62% |
| YTD |
|
|
-98.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.022 |
| 1M High / 1M Low: |
0.740 |
0.022 |
| 6M High / 6M Low: |
1.510 |
0.022 |
| High (YTD): |
03/01/2024 |
1.970 |
| Low (YTD): |
05/08/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
507.00% |
| Volatility 6M: |
|
292.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
