JP Morgan Put 280 WAT 20.12.2024
/ DE000JB78HV1
JP Morgan Put 280 WAT 20.12.2024/ DE000JB78HV1 /
14/10/2024 11:16:09 |
Chg.-0.090 |
Bid18:47:10 |
Ask18:47:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-17.31% |
0.450 Bid Size: 3,000 |
1.150 Ask Size: 3,000 |
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: |
-22.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.27 |
Parity: |
-7.14 |
Time value: |
1.43 |
Break-even: |
242.03 |
Moneyness: |
0.78 |
Premium: |
0.26 |
Premium p.a.: |
2.54 |
Spread abs.: |
1.00 |
Spread %: |
232.56% |
Delta: |
-0.19 |
Theta: |
-0.23 |
Omega: |
-4.30 |
Rho: |
-0.14 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.12% |
1 Month |
|
|
-67.18% |
3 Months |
|
|
-81.14% |
YTD |
|
|
-84.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.480 |
1M High / 1M Low: |
1.220 |
0.480 |
6M High / 6M Low: |
3.350 |
0.480 |
High (YTD): |
08/01/2024 |
3.530 |
Low (YTD): |
09/10/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.744 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.793 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.86% |
Volatility 6M: |
|
144.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |