JP Morgan Put 290 WAT 20.12.2024
/ DE000JB8LCM8
JP Morgan Put 290 WAT 20.12.2024/ DE000JB8LCM8 /
| 8/6/2024 8:58:12 AM |
Chg.- |
Bid8:14:19 AM |
Ask8:14:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
- |
1.83
Bid Size: 250 |
3.83
Ask Size: 250 |
Waters Corp |
290.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
-3.55 |
| Time value: |
3.99 |
| Break-even: |
224.92 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
2.00 |
| Spread %: |
100.50% |
| Delta: |
-0.30 |
| Theta: |
-0.19 |
| Omega: |
-2.25 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.92% |
| 1 Month |
|
|
-40.43% |
| 3 Months |
|
|
-29.04% |
| YTD |
|
|
-37.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.33 |
| 1M High / 1M Low: |
3.44 |
1.33 |
| 6M High / 6M Low: |
3.80 |
1.33 |
| High (YTD): |
1/17/2024 |
3.94 |
| Low (YTD): |
8/2/2024 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.57% |
| Volatility 6M: |
|
130.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
