JP Morgan Put 290 WAT 20.12.2024
/ DE000JB8LCM8
JP Morgan Put 290 WAT 20.12.2024/ DE000JB8LCM8 /
| 2024-07-11 9:03:51 AM |
Chg.-0.22 |
Bid9:07:37 PM |
Ask9:07:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
-6.40% |
2.75
Bid Size: 5,000 |
3.45
Ask Size: 5,000 |
Waters Corp |
290.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
0.16 |
| Time value: |
4.06 |
| Break-even: |
225.49 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
1.00 |
| Spread %: |
31.06% |
| Delta: |
-0.41 |
| Theta: |
-0.12 |
| Omega: |
-2.57 |
| Rho: |
-0.67 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.92% |
| 1 Month |
|
|
+11.03% |
| 3 Months |
|
|
+38.20% |
| YTD |
|
|
+3.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.24 |
| 1M High / 1M Low: |
3.50 |
2.86 |
| 6M High / 6M Low: |
3.94 |
1.46 |
| High (YTD): |
2024-01-17 |
3.94 |
| Low (YTD): |
2024-05-16 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.92% |
| Volatility 6M: |
|
107.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
