JP Morgan Put 280 WAT 20.12.2024
/ DE000JB78HV1
JP Morgan Put 280 WAT 20.12.2024/ DE000JB78HV1 /
| 07/08/2024 10:44:47 |
Chg.-0.11 |
Bid17:03:47 |
Ask17:03:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-6.71% |
1.55
Bid Size: 5,000 |
2.25
Ask Size: 5,000 |
Waters Corp |
280.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
-4.66 |
| Time value: |
3.28 |
| Break-even: |
223.51 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
1.83 |
| Spread %: |
126.58% |
| Delta: |
-0.27 |
| Theta: |
-0.17 |
| Omega: |
-2.50 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-46.69% |
| 3 Months |
|
|
-34.89% |
| YTD |
|
|
-44.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.08 |
| 1M High / 1M Low: |
2.97 |
1.08 |
| 6M High / 6M Low: |
3.35 |
1.08 |
| High (YTD): |
08/01/2024 |
3.53 |
| Low (YTD): |
02/08/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.41% |
| Volatility 6M: |
|
129.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
