JP Morgan Put 280 WAT 16.08.2024
/ DE000JB70702
JP Morgan Put 280 WAT 16.08.2024/ DE000JB70702 /
| 8/7/2024 11:37:31 AM |
Chg.-0.046 |
Bid8:56:08 PM |
Ask8:56:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-41.82% |
0.120
Bid Size: 2,000 |
0.620
Ask Size: 2,000 |
Waters Corp |
280.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB7070 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.27 |
| Parity: |
-4.66 |
| Time value: |
1.09 |
| Break-even: |
245.37 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
1,138.64% |
| Delta: |
-0.22 |
| Theta: |
-1.25 |
| Omega: |
-6.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-95.52% |
| 3 Months |
|
|
-95.33% |
| YTD |
|
|
-96.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.058 |
| 1M High / 1M Low: |
1.470 |
0.058 |
| 6M High / 6M Low: |
2.300 |
0.058 |
| High (YTD): |
1/18/2024 |
2.660 |
| Low (YTD): |
7/31/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.64% |
| Volatility 6M: |
|
284.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
