JP Morgan Put 280 WAT 20.12.2024
/ DE000JB78HV1
JP Morgan Put 280 WAT 20.12.2024/ DE000JB78HV1 /
9/12/2024 10:49:42 AM |
Chg.-0.01 |
Bid8:26:03 PM |
Ask8:26:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
-0.82% |
1.35 Bid Size: 5,000 |
1.85 Ask Size: 5,000 |
Waters Corp |
280.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JB78HV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/24/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
-4.24 |
Time value: |
2.02 |
Break-even: |
234.14 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.91 |
Spread %: |
81.97% |
Delta: |
-0.26 |
Theta: |
-0.16 |
Omega: |
-3.85 |
Rho: |
-0.26 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.21 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.42% |
1 Month |
|
|
-17.69% |
3 Months |
|
|
-51.21% |
YTD |
|
|
-56.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.15 |
1M High / 1M Low: |
1.47 |
0.84 |
6M High / 6M Low: |
3.35 |
0.84 |
High (YTD): |
1/8/2024 |
3.53 |
Low (YTD): |
9/2/2024 |
0.84 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.43% |
Volatility 6M: |
|
138.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |