JP Morgan Put 290 WAT 16.08.2024
/ DE000JB70710
JP Morgan Put 290 WAT 16.08.2024/ DE000JB70710 /
2024-08-06 11:56:56 AM |
Chg.+0.070 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+58.33% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
290.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB7071 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.41 |
Historic volatility: |
0.27 |
Parity: |
-3.55 |
Time value: |
1.22 |
Break-even: |
252.62 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.00 |
Spread abs.: |
1.00 |
Spread %: |
454.55% |
Delta: |
-0.26 |
Theta: |
-1.12 |
Omega: |
-6.28 |
Rho: |
-0.02 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-57.78% |
1 Month |
|
|
-89.89% |
3 Months |
|
|
-88.82% |
YTD |
|
|
-91.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.094 |
1M High / 1M Low: |
1.940 |
0.094 |
6M High / 6M Low: |
2.730 |
0.094 |
High (YTD): |
2024-01-18 |
3.060 |
Low (YTD): |
2024-08-02 |
0.094 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.884 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.445 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
463.00% |
Volatility 6M: |
|
253.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |