JP Morgan Put 270 WAT 16.08.2024
/ DE000JB706Z8
JP Morgan Put 270 WAT 16.08.2024/ DE000JB706Z8 /
| 07/08/2024 11:37:31 |
Chg.-0.023 |
Bid19:03:11 |
Ask19:03:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-38.98% |
0.061
Bid Size: 2,000 |
0.760
Ask Size: 2,000 |
Waters Corp |
270.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB706Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 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: |
-31.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.27 |
| Parity: |
-5.57 |
| Time value: |
0.96 |
| Break-even: |
237.51 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.92 |
| Spread %: |
2,000.00% |
| Delta: |
-0.19 |
| Theta: |
-1.22 |
| Omega: |
-5.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.059 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
-96.54% |
| 3 Months |
|
|
-96.67% |
| YTD |
|
|
-97.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.035 |
| 1M High / 1M Low: |
1.070 |
0.035 |
| 6M High / 6M Low: |
1.900 |
0.035 |
| High (YTD): |
18/01/2024 |
2.300 |
| Low (YTD): |
31/07/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.884 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
608.33% |
| Volatility 6M: |
|
309.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
