JP Morgan Put 290 WAT 20.12.2024
/ DE000JB8LCM8
JP Morgan Put 290 WAT 20.12.2024/ DE000JB8LCM8 /
12/09/2024 09:19:56 |
Chg.0.00 |
Bid20:08:23 |
Ask20:08:23 |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
0.00% |
1.61 Bid Size: 5,000 |
2.11 Ask Size: 5,000 |
Waters Corp |
290.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JB8LCM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
-3.34 |
Time value: |
2.50 |
Break-even: |
238.39 |
Moneyness: |
0.89 |
Premium: |
0.20 |
Premium p.a.: |
0.94 |
Spread abs.: |
1.00 |
Spread %: |
66.67% |
Delta: |
-0.30 |
Theta: |
-0.18 |
Omega: |
-3.52 |
Rho: |
-0.31 |
Quote data
Open: |
1.49 |
High: |
1.49 |
Low: |
1.49 |
Previous Close: |
1.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.47% |
1 Month |
|
|
-15.34% |
3 Months |
|
|
-48.62% |
YTD |
|
|
-52.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.49 |
1.42 |
1M High / 1M Low: |
1.76 |
1.05 |
6M High / 6M Low: |
3.80 |
1.05 |
High (YTD): |
17/01/2024 |
3.94 |
Low (YTD): |
03/09/2024 |
1.05 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.57% |
Volatility 6M: |
|
137.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |